+85.8%
LSCC vs PFGC
+77.4%
+8.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.8% |
| 7D | +13.0% | +8.5% | +4.4% | +9.3% |
| 30D | -19.8% | +15.0% | -34.8% | -24.5% |
| 3M | -18.4% | -6.2% | -12.2% | -16.6% |
| 6M | -16.1% | +15.7% | -31.9% | -23.5% |
| YTD | +42.7% | +19.6% | +23.2% | +25.7% |
| 1Y | +68.0% | +13.2% | +54.8% | +52.4% |
| 3Y | +85.8% | +77.0% | +8.9% | +17.9% |
| All | +85.8% | +77.4% | +8.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling