+106.0%
LYV vs PFG
+70.6%
+35.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -8.2% | +2.9% | -11.1% | -9.6% |
| 3M | -1.3% | +6.7% | -8.0% | -4.8% |
| 6M | +2.6% | +33.8% | -31.2% | -11.9% |
| YTD | +19.4% | +35.0% | -15.6% | +1.4% |
| 1Y | -2.2% | +46.4% | -48.7% | -20.7% |
| 3Y | +106.0% | +71.7% | +34.4% | +51.0% |
| All | +106.0% | +70.6% | +35.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling