+154.0%
PFE vs LII
+2,790.7%
-2,636.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -2.5% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +8.7% | -4.6% | +13.3% | +9.4% |
| 3M | +15.8% | -21.7% | +37.4% | +20.5% |
| 6M | +16.8% | -32.8% | +49.6% | +23.9% |
| YTD | +26.2% | -27.5% | +53.7% | +31.5% |
| 1Y | +29.9% | -28.0% | +57.9% | +35.5% |
| 3Y | +15.9% | -7.2% | +23.1% | +13.9% |
| 5Y | -20.6% | +22.6% | -43.2% | -27.2% |
| 10Y | +65.4% | +171.5% | -106.2% | +28.4% |
| All | +154.0% | +2,790.7% | -2,636.6% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling