-26.2%
LII vs PFG
+46.8%
-73.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.1% |
| 7D | +7.9% | +4.9% | +3.0% | +6.1% |
| 30D | -0.6% | +5.7% | -6.3% | -2.6% |
| 3M | -19.3% | +2.6% | -21.9% | -20.4% |
| 6M | -29.8% | +19.8% | -49.6% | -35.3% |
| YTD | -25.4% | +36.3% | -61.7% | -36.4% |
| 1Y | -26.2% | +47.9% | -74.1% | -40.1% |
| All | -26.2% | +46.8% | -73.0% | -40.1% |
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