-26.2%
LII vs PFGC
+12.5%
-38.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.5% | -9.9% | -0.3% |
| 7D | +7.9% | +13.9% | -5.9% | +3.8% |
| 30D | -0.6% | +18.4% | -19.0% | -5.4% |
| 3M | -19.3% | -2.5% | -16.8% | -19.1% |
| 6M | -29.8% | +26.0% | -55.9% | -34.8% |
| YTD | -25.4% | +21.9% | -47.3% | -31.8% |
| 1Y | -26.2% | +13.4% | -39.6% | -30.5% |
| All | -26.2% | +12.5% | -38.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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