-8.1%
LII vs PFG
+84.5%
-92.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.2% |
| 30D | -1.7% | +6.4% | -8.0% | -4.5% |
| 3M | -18.3% | +2.2% | -20.5% | -19.4% |
| 6M | -32.3% | +16.3% | -48.6% | -37.8% |
| YTD | -27.1% | +33.2% | -60.4% | -38.0% |
| 1Y | -27.2% | +40.6% | -67.8% | -39.9% |
| All | -8.1% | +84.5% | -92.6% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling