-3.8%
LVS vs PFG
+247.4%
-251.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -4.3% | -3.0% | -1.3% | -2.6% |
| 30D | -6.8% | +2.5% | -9.3% | -8.4% |
| 3M | -15.6% | +6.1% | -21.7% | -18.9% |
| 6M | -20.6% | +31.3% | -51.9% | -32.7% |
| YTD | -33.4% | +33.6% | -67.0% | -44.3% |
| 1Y | -20.1% | +48.5% | -68.7% | -37.6% |
| 3Y | -7.4% | +69.6% | -77.0% | -34.1% |
| 5Y | +8.5% | +111.5% | -103.0% | -33.3% |
| All | -3.8% | +247.4% | -251.2% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling