+3,088.8%
LSCC vs PFGC
+485.3%
+2,603.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | +1.5% | +13.0% | +14.0% |
| 30D | -0.1% | +17.4% | -17.5% | -5.0% |
| 3M | -2.7% | -2.4% | -0.2% | -2.7% |
| 6M | -4.8% | +18.2% | -23.0% | -10.5% |
| YTD | +66.9% | +23.7% | +43.2% | +54.0% |
| 1Y | +85.8% | +15.0% | +70.9% | +75.0% |
| 3Y | +115.6% | +82.3% | +33.2% | +77.9% |
| 5Y | +48.8% | +131.9% | -83.1% | +15.3% |
| 10Y | +1,490.3% | +353.0% | +1,137.3% | +923.9% |
| All | +3,088.8% | +485.3% | +2,603.5% | +2,009.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling