+156.6%
LTH vs PFG
+98.2%
+58.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.2% |
| 7D | -4.6% | +0.1% | -4.8% | -4.8% |
| 30D | +14.8% | +5.0% | +9.9% | +11.2% |
| 3M | +3.9% | +0.1% | +3.9% | +3.5% |
| 6M | +35.5% | +13.8% | +21.7% | +23.1% |
| YTD | +71.3% | +31.2% | +40.1% | +41.2% |
| 1Y | +75.7% | +37.1% | +38.6% | +40.4% |
| 3Y | +231.9% | +80.6% | +151.3% | +110.6% |
| 5Y | +130.5% | +93.7% | +36.8% | +43.0% |
| All | +156.6% | +98.2% | +58.3% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling