-20.1%
LVS vs PFG
+49.2%
-69.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -4.3% | -3.0% | -1.3% | -3.5% |
| 30D | -6.8% | +2.5% | -9.3% | -7.5% |
| 3M | -15.6% | +6.1% | -21.7% | -17.3% |
| 6M | -20.6% | +31.3% | -51.9% | -27.7% |
| YTD | -33.4% | +33.6% | -67.0% | -39.3% |
| 1Y | -20.1% | +48.5% | -68.7% | -28.3% |
| All | -20.1% | +49.2% | -69.3% | -28.3% |
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