+1,612.0%
LLY vs PCAR
+355.9%
+1,256.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -1.6% | -6.2% | +4.6% | -0.2% |
| 3M | +2.3% | +5.9% | -3.6% | +0.5% |
| 6M | +14.9% | +0.4% | +14.5% | +14.2% |
| YTD | +7.5% | +14.8% | -7.4% | +3.1% |
| 1Y | +55.7% | +30.1% | +25.6% | +44.4% |
| 3Y | +110.6% | +66.7% | +44.0% | +79.4% |
| 5Y | +363.4% | +166.1% | +197.3% | +241.2% |
| All | +1,612.0% | +355.9% | +1,256.1% | +892.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling