+90.9%
LYV vs PFGC
+110.3%
-19.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -1.9% | -4.8% | +2.8% | +0.5% |
| 30D | -8.2% | -12.5% | +4.3% | -1.8% |
| 3M | -1.3% | -9.7% | +8.5% | +3.4% |
| 6M | +2.6% | +7.0% | -4.4% | -1.8% |
| YTD | +19.4% | +4.5% | +14.9% | +14.5% |
| 1Y | -2.2% | -11.6% | +9.3% | +2.3% |
| 3Y | +106.0% | +58.5% | +47.5% | +53.2% |
| All | +90.9% | +110.3% | -19.4% | +17.4% |
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