-31.8%
LVS vs PFG
+46.8%
-78.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +5.2% |
| 7D | +13.4% | +4.9% | +8.5% | +11.8% |
| 30D | +12.2% | +5.7% | +6.5% | +10.3% |
| 3M | -10.7% | +2.6% | -13.3% | -11.6% |
| 6M | -19.8% | +19.8% | -39.6% | -25.3% |
| YTD | -35.8% | +36.3% | -72.1% | -42.4% |
| 1Y | -31.8% | +47.9% | -79.7% | -38.6% |
| All | -31.8% | +46.8% | -78.6% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling