+106.0%
LYV vs PFGC
+58.8%
+47.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.9% | -4.8% | +2.8% | +0.1% |
| 30D | -8.2% | -12.5% | +4.3% | -3.0% |
| 3M | -1.3% | -9.7% | +8.5% | +2.5% |
| 6M | +2.6% | +7.0% | -4.4% | -1.1% |
| YTD | +19.4% | +4.5% | +14.9% | +15.0% |
| 1Y | -2.2% | -11.6% | +9.3% | +1.7% |
| 3Y | +106.0% | +58.5% | +47.5% | +68.2% |
| All | +106.0% | +58.8% | +47.2% | +68.2% |
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