+139.3%
LTH vs PFG
+101.9%
+37.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -0.9% |
| 7D | +1.5% | +6.0% | -4.5% | -2.5% |
| 30D | -3.1% | +2.2% | -5.3% | -4.7% |
| 3M | +28.1% | +10.4% | +17.8% | +19.1% |
| 6M | +67.4% | +27.8% | +39.6% | +41.2% |
| YTD | +59.8% | +33.6% | +26.1% | +30.3% |
| 1Y | +45.6% | +49.3% | -3.7% | +9.6% |
| 3Y | +162.0% | +69.7% | +92.3% | +74.6% |
| All | +139.3% | +101.9% | +37.4% | +50.4% |
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