+21.5%
LYV vs PFG
+46.8%
-25.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +1.1% |
| 7D | +6.2% | +4.9% | +1.3% | +4.6% |
| 30D | +7.3% | +5.7% | +1.7% | +5.4% |
| 3M | -0.3% | +2.6% | -2.8% | -1.2% |
| 6M | +16.2% | +19.8% | -3.5% | +7.5% |
| YTD | +28.5% | +36.3% | -7.7% | +8.8% |
| 1Y | +21.5% | +47.9% | -26.4% | -7.0% |
| All | +21.5% | +46.8% | -25.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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