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Help with getting data please

I'm trying to compare the performance of my holdings to various indices on an annual return basis in part to look at volatility and in part to figure out whether there are areas where a more passive approach might work better than an active one. I haven't had any difficulty finding calendar based annual returns for some index families, including MSCI and Russell, or for frequently used indices like the S&P 500 or Nasdaq Composite. However, I haven't been able to find historical data for more exotic products, like the S&P 500 Pure Growth/Value Index, or historical data for Lipper's category based indices. All I'm finding are averages for the last 3, 5 or 10 years without any detail behind those averages. I'm hoping someone here might know of links where I could find the detailed historical data. Thanks!

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