-7.4%
LVS vs PFGC
+59.5%
-67.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | -4.3% | -4.8% | +0.5% | -2.8% |
| 30D | -6.8% | -17.2% | +10.4% | -1.2% |
| 3M | -15.6% | -6.3% | -9.3% | -14.2% |
| 6M | -20.6% | +8.8% | -29.4% | -23.3% |
| YTD | -33.4% | +4.9% | -38.3% | -35.5% |
| 1Y | -20.1% | -9.5% | -10.6% | -18.3% |
| All | -7.4% | +59.5% | -67.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling