+164.2%
LTH vs PFG
+102.5%
+61.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -3.1% |
| 7D | +7.0% | +2.3% | +4.7% | +5.3% |
| 30D | +15.4% | +7.6% | +7.8% | +10.0% |
| 3M | +7.0% | +2.5% | +4.5% | +4.8% |
| 6M | +46.9% | +16.6% | +30.2% | +31.3% |
| YTD | +76.4% | +34.1% | +42.4% | +43.4% |
| 1Y | +83.7% | +44.1% | +39.7% | +42.1% |
| 3Y | +248.9% | +86.3% | +162.6% | +116.7% |
| 5Y | +141.8% | +101.6% | +40.3% | +50.1% |
| All | +164.2% | +102.5% | +61.7% | +65.4% |
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