+27.6%
LII vs PFGC
+111.4%
-83.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | -12.6% | -11.9% | -0.7% | -8.8% |
| 3M | -24.4% | +5.0% | -29.4% | -26.0% |
| 6M | -28.7% | +8.6% | -37.3% | -31.1% |
| YTD | -19.1% | +9.7% | -28.8% | -22.6% |
| 1Y | -29.7% | -6.3% | -23.4% | -29.0% |
| 3Y | +4.8% | +58.2% | -53.4% | -13.4% |
| All | +27.6% | +111.4% | -83.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling