+2,050.0%
LLY vs PCAR
+290.1%
+1,759.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | +1.4% | +2.2% | -0.8% | +0.9% |
| 30D | +21.5% | +0.3% | +21.2% | +21.4% |
| 3M | +18.5% | -17.9% | +36.4% | +23.7% |
| 6M | +49.1% | -3.4% | +52.5% | +49.4% |
| YTD | +34.4% | -0.1% | +34.5% | +33.1% |
| 1Y | +46.3% | +13.4% | +32.9% | +40.4% |
| 3Y | +145.5% | +37.2% | +108.3% | +119.6% |
| 5Y | +472.7% | +117.3% | +355.3% | +346.4% |
| 10Y | +2,050.0% | +295.0% | +1,755.0% | +1,391.3% |
| All | +2,050.0% | +290.1% | +1,759.8% | +1,391.3% |
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