-27.2%
LII vs PFGC
+14.2%
-41.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | +1.5% | -3.8% | -2.7% |
| 30D | -1.7% | +17.4% | -19.1% | -6.4% |
| 3M | -18.3% | -2.4% | -15.9% | -18.1% |
| 6M | -32.3% | +18.2% | -50.5% | -35.9% |
| YTD | -27.1% | +23.7% | -50.8% | -33.9% |
| 1Y | -27.2% | +15.0% | -42.1% | -32.0% |
| All | -27.2% | +14.2% | -41.4% | -32.0% |
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