+274.3%
LTH vs PFGC
+77.4%
+196.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.4% |
| 7D | +4.5% | +8.5% | -4.1% | +0.4% |
| 30D | +16.3% | +15.0% | +1.3% | +8.8% |
| 3M | +8.4% | -6.2% | +14.6% | +11.1% |
| 6M | +40.3% | +15.7% | +24.5% | +29.9% |
| YTD | +77.3% | +19.6% | +57.7% | +60.1% |
| 1Y | +88.0% | +13.2% | +74.8% | +74.1% |
| 3Y | +274.3% | +77.0% | +197.3% | +179.6% |
| All | +274.3% | +77.4% | +196.9% | +179.6% |
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