+81.0%
LTH vs PFG
+46.8%
+34.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.4% |
| 7D | +9.9% | +4.9% | +5.0% | +7.5% |
| 30D | +18.3% | +5.7% | +12.6% | +15.4% |
| 3M | +5.9% | +2.6% | +3.4% | +4.7% |
| 6M | +80.3% | +19.8% | +60.5% | +62.9% |
| YTD | +78.3% | +36.3% | +42.0% | +51.4% |
| 1Y | +81.0% | +47.9% | +33.1% | +45.6% |
| All | +81.0% | +46.8% | +34.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling