+44.0%
LVS vs PFGC
+485.1%
-441.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -0.8% | +3.4% | -4.2% | -2.0% |
| 30D | +10.0% | +16.9% | -6.9% | +4.2% |
| 3M | -11.0% | +6.4% | -17.4% | -13.1% |
| 6M | -20.1% | +16.0% | -36.2% | -24.5% |
| YTD | -36.3% | +23.6% | -60.0% | -41.6% |
| 1Y | -36.8% | +16.6% | -53.4% | -40.9% |
| 3Y | -9.5% | +82.3% | -91.8% | -28.0% |
| 5Y | +9.3% | +138.7% | -129.4% | -21.1% |
| 10Y | -11.0% | +352.8% | -363.8% | -46.4% |
| All | +44.0% | +485.1% | -441.1% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling