+689.0%
PG vs LII
+2,817.4%
-2,128.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.9% |
| 7D | +2.7% | +2.9% | -0.3% | +2.3% |
| 30D | +9.2% | +0.9% | +8.3% | +9.0% |
| 3M | +18.5% | -15.5% | +34.0% | +20.8% |
| 6M | +21.1% | -30.2% | +51.3% | +25.8% |
| YTD | +21.9% | -26.8% | +48.8% | +25.6% |
| 1Y | +18.1% | -25.3% | +43.4% | +21.3% |
| 3Y | +20.6% | -7.8% | +28.3% | +19.0% |
| 5Y | +31.8% | +17.0% | +14.8% | +24.7% |
| 10Y | +166.5% | +169.9% | -3.4% | +126.5% |
| All | +689.0% | +2,817.4% | -2,128.4% | +468.7% |
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