-29.7%
LII vs PFG
+51.4%
-81.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -0.7% | +5.5% | -6.3% | -2.4% |
| 30D | -12.6% | +2.4% | -15.0% | -13.4% |
| 3M | -24.4% | +13.6% | -38.0% | -28.0% |
| 6M | -28.7% | +27.9% | -56.6% | -35.6% |
| YTD | -19.1% | +35.6% | -54.7% | -28.8% |
| 1Y | -29.7% | +48.5% | -78.2% | -39.8% |
| All | -29.7% | +51.4% | -81.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling