+607.5%
LYV vs PFGC
+396.6%
+210.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | -4.2% | -4.8% | +0.7% | -2.2% |
| 30D | -7.2% | -17.2% | +10.0% | +0.2% |
| 3M | +1.5% | -6.3% | +7.9% | +4.0% |
| 6M | +2.7% | +8.8% | -6.1% | -1.3% |
| YTD | +19.4% | +4.9% | +14.4% | +15.6% |
| 1Y | -0.5% | -9.5% | +9.0% | +2.3% |
| 3Y | +110.1% | +59.6% | +50.5% | +68.5% |
| 5Y | +97.6% | +113.5% | -15.9% | +38.5% |
| 10Y | +560.2% | +292.8% | +267.5% | +259.5% |
| All | +607.5% | +396.6% | +210.9% | +273.3% |
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 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