-27.8%
LII vs PFGC
+12.0%
-39.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.0% |
| 7D | -1.2% | +10.8% | -12.0% | -4.3% |
| 30D | -2.0% | +17.8% | -19.8% | -6.7% |
| 3M | -20.2% | -2.7% | -17.5% | -20.0% |
| 6M | -32.5% | +20.0% | -52.6% | -36.4% |
| YTD | -27.4% | +24.3% | -51.7% | -34.3% |
| All | -27.8% | +12.0% | -39.7% | -32.3% |
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 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