-8.8%
LII vs PFGC
+80.6%
-89.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -0.6% | +16.1% | -16.7% | -6.0% |
| 3M | -17.0% | +2.4% | -19.4% | -18.0% |
| 6M | -31.1% | +15.7% | -46.8% | -35.1% |
| YTD | -27.7% | +22.3% | -49.9% | -34.0% |
| 1Y | -26.2% | +13.9% | -40.0% | -30.7% |
| All | -8.8% | +80.6% | -89.4% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling