+576.0%
PG vs LII
+3,124.4%
-2,548.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -0.2% | -12.6% | +12.4% | +1.4% |
| 3M | +4.8% | -24.4% | +29.2% | +8.0% |
| 6M | -6.1% | -28.7% | +22.6% | -2.8% |
| YTD | +4.5% | -19.1% | +23.6% | +6.4% |
| 1Y | -5.3% | -29.7% | +24.4% | -2.1% |
| 3Y | +2.6% | +4.8% | -2.2% | -0.4% |
| 5Y | +15.6% | +24.6% | -9.0% | +8.6% |
| 10Y | +118.0% | +169.2% | -51.2% | +85.2% |
| All | +576.0% | +3,124.4% | -2,548.4% | +381.7% |
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