+48.9%
LSCC vs PFGC
+131.6%
-82.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | +1.5% | +13.0% | +13.6% |
| 30D | -0.1% | +17.4% | -17.5% | -9.4% |
| 3M | -2.7% | -2.4% | -0.2% | -2.5% |
| 6M | -4.8% | +18.2% | -23.0% | -16.2% |
| YTD | +66.9% | +23.7% | +43.2% | +40.5% |
| 1Y | +85.8% | +15.0% | +70.9% | +63.6% |
| 3Y | +115.6% | +82.3% | +33.2% | +36.8% |
| All | +48.9% | +131.6% | -82.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling