+165.4%
LII vs PFG
+195.7%
-30.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -4.6% | +2.0% | -6.6% | -5.3% |
| 3M | -21.2% | -3.2% | -18.1% | -20.3% |
| 6M | -36.4% | +10.9% | -47.4% | -39.3% |
| YTD | -28.9% | +28.8% | -57.8% | -36.3% |
| 1Y | -29.5% | +39.2% | -68.7% | -38.8% |
| 3Y | -8.6% | +75.0% | -83.6% | -28.0% |
| 5Y | +20.2% | +91.9% | -71.7% | -9.0% |
| All | +165.4% | +195.7% | -30.4% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling