+141.5%
LTH vs PFG
+91.4%
+50.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.9% |
| 30D | +16.3% | +2.0% | +14.3% | +14.7% |
| 3M | +8.4% | -3.2% | +11.5% | +10.2% |
| 6M | +40.3% | +10.9% | +29.4% | +29.4% |
| YTD | +77.3% | +28.8% | +48.4% | +47.2% |
| 1Y | +88.0% | +39.2% | +48.8% | +47.7% |
| 3Y | +274.3% | +75.0% | +199.2% | +138.6% |
| All | +141.5% | +91.4% | +50.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling