+1,467.6%
LYV vs PFG
+337.5%
+1,130.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -4.2% | -3.0% | -1.2% | -2.7% |
| 30D | -7.2% | +2.5% | -9.7% | -8.6% |
| 3M | +1.5% | +6.1% | -4.5% | -1.9% |
| 6M | +2.7% | +31.3% | -28.5% | -10.8% |
| YTD | +19.4% | +33.6% | -14.2% | +2.3% |
| 1Y | -0.5% | +48.5% | -49.0% | -19.3% |
| 3Y | +110.1% | +69.6% | +40.5% | +57.5% |
| 5Y | +97.6% | +111.5% | -13.9% | +30.9% |
| 10Y | +560.2% | +244.2% | +316.1% | +235.7% |
| All | +1,467.6% | +337.5% | +1,130.0% | +577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling