+5.7%
LVS vs PFGC
+111.7%
-105.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -0.9% |
| 30D | -4.7% | -16.0% | +11.3% | +3.6% |
| 3M | -15.6% | -4.1% | -11.4% | -14.3% |
| 6M | -18.6% | +8.7% | -27.3% | -22.8% |
| YTD | -32.3% | +6.4% | -38.6% | -35.9% |
| 1Y | -18.0% | -8.4% | -9.6% | -16.2% |
| 3Y | -5.8% | +61.8% | -67.6% | -32.4% |
| 5Y | +5.7% | +108.7% | -103.0% | -39.9% |
| All | +5.7% | +111.7% | -105.9% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling