+549.4%
LYV vs PFG
+251.1%
+298.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -8.2% | +2.9% | -11.1% | -10.1% |
| 3M | -1.3% | +6.7% | -8.0% | -5.9% |
| 6M | +2.6% | +33.8% | -31.2% | -15.3% |
| YTD | +19.4% | +35.0% | -15.6% | -2.6% |
| 1Y | -2.2% | +46.4% | -48.7% | -24.6% |
| 3Y | +106.0% | +71.7% | +34.4% | +40.1% |
| 5Y | +97.7% | +113.7% | -16.0% | +12.4% |
| All | +549.4% | +251.1% | +298.4% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling