+170.6%
LII vs PFG
+195.4%
-24.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.7% |
| 7D | +0.4% | +3.0% | -2.5% | -0.8% |
| 30D | -2.4% | +8.2% | -10.5% | -5.4% |
| 3M | -17.5% | +2.7% | -20.2% | -18.5% |
| 6M | -32.8% | +17.2% | -50.1% | -37.3% |
| YTD | -27.7% | +34.8% | -62.4% | -36.4% |
| 1Y | -28.1% | +43.6% | -71.6% | -38.4% |
| 3Y | -9.7% | +85.4% | -95.1% | -30.6% |
| 5Y | +19.5% | +102.2% | -82.7% | -11.5% |
| 10Y | +170.6% | +190.2% | -19.6% | +64.2% |
| All | +170.6% | +195.4% | -24.8% | +64.2% |
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