+167.2%
LII vs PFGC
+273.4%
-106.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +2.1% | -2.4% | +4.5% | +2.6% |
| 30D | -12.4% | -15.8% | +3.3% | -9.2% |
| 3M | -24.8% | -0.6% | -24.2% | -24.8% |
| 6M | -25.2% | +10.7% | -35.8% | -26.9% |
| YTD | -20.3% | +7.6% | -27.9% | -21.9% |
| 1Y | -32.9% | -7.8% | -25.1% | -32.2% |
| 3Y | +2.0% | +63.7% | -61.7% | -8.8% |
| 5Y | +24.4% | +112.3% | -87.8% | +4.6% |
| 10Y | +167.2% | +286.7% | -119.5% | +91.3% |
| All | +167.2% | +273.4% | -106.2% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling