+161.5%
LTH vs PFGC
+65.1%
+96.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -0.6% | -2.2% | +1.6% | +0.4% |
| 30D | -4.6% | -11.9% | +7.3% | +1.1% |
| 3M | +32.8% | +5.0% | +27.8% | +29.1% |
| 6M | +64.6% | +8.6% | +56.0% | +57.3% |
| YTD | +62.6% | +9.7% | +53.0% | +53.1% |
| 1Y | +49.9% | -6.3% | +56.2% | +52.5% |
| All | +161.5% | +65.1% | +96.4% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling