+52.3%
LVS vs PFG
+467.3%
-415.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -1.5% | +5.5% | -7.0% | -4.5% |
| 30D | -3.2% | +2.4% | -5.6% | -4.7% |
| 3M | -12.0% | +13.6% | -25.6% | -18.2% |
| 6M | -19.9% | +27.9% | -47.8% | -30.3% |
| YTD | -30.6% | +35.6% | -66.2% | -41.6% |
| 1Y | -17.7% | +48.5% | -66.2% | -34.3% |
| 3Y | -14.2% | +66.9% | -81.1% | -36.3% |
| 5Y | +9.6% | +111.0% | -101.3% | -29.0% |
| 10Y | +5.7% | +244.5% | -238.8% | -50.4% |
| All | +52.3% | +467.3% | -415.1% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling