-21.5%
PFE vs LII
+19.9%
-41.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.3% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +5.0% | -4.6% | +9.6% | +5.6% |
| 3M | +12.2% | -21.2% | +33.4% | +15.9% |
| 6M | +14.6% | -36.4% | +51.0% | +21.4% |
| YTD | +24.1% | -28.9% | +53.1% | +28.4% |
| 1Y | +26.6% | -29.5% | +56.1% | +31.0% |
| 3Y | +14.3% | -8.6% | +22.9% | +13.3% |
| All | -21.5% | +19.9% | -41.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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