-28.1%
LII vs PFG
+44.5%
-72.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +0.4% | +3.0% | -2.5% | -0.7% |
| 30D | -2.4% | +8.2% | -10.5% | -5.0% |
| 3M | -17.5% | +2.7% | -20.2% | -18.6% |
| 6M | -32.8% | +17.2% | -50.1% | -37.6% |
| YTD | -27.7% | +34.8% | -62.4% | -38.3% |
| 1Y | -28.1% | +43.6% | -71.6% | -41.0% |
| All | -28.1% | +44.5% | -72.5% | -41.0% |
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