+162.1%
LTH vs PFGC
+129.0%
+33.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -1.3% | +3.4% | -4.7% | -3.0% |
| 30D | +15.7% | +16.9% | -1.3% | +6.0% |
| 3M | +5.0% | +6.4% | -1.4% | +1.0% |
| 6M | +37.7% | +16.0% | +21.7% | +25.7% |
| YTD | +75.0% | +23.6% | +51.4% | +52.9% |
| 1Y | +82.6% | +16.6% | +66.0% | +64.6% |
| 3Y | +241.3% | +82.3% | +159.0% | +133.0% |
| 5Y | +135.4% | +138.7% | -3.3% | +30.8% |
| All | +162.1% | +129.0% | +33.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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