-3.3%
LVS vs PFGC
+292.9%
-296.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -3.5% | -4.8% | +1.3% | -1.9% |
| 30D | -6.2% | -12.5% | +6.3% | -1.9% |
| 3M | -14.8% | -9.7% | -5.1% | -12.0% |
| 6M | -20.9% | +7.0% | -27.9% | -23.1% |
| YTD | -33.0% | +4.5% | -37.5% | -34.8% |
| 1Y | -20.0% | -11.6% | -8.4% | -17.7% |
| 3Y | -6.9% | +58.5% | -65.4% | -22.5% |
| 5Y | +9.1% | +112.6% | -103.5% | -18.1% |
| All | -3.3% | +292.9% | -296.2% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling