+2,043.2%
LLY vs PCAR
+296.2%
+1,747.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +13.9% | -4.6% | +18.5% | +15.1% |
| 3M | +13.8% | -22.6% | +36.3% | +20.5% |
| 6M | +37.6% | -12.0% | +49.6% | +40.9% |
| YTD | +26.6% | -6.1% | +32.7% | +27.1% |
| 1Y | +45.3% | +6.3% | +39.0% | +41.5% |
| 3Y | +132.2% | +31.8% | +100.4% | +109.2% |
| 5Y | +434.7% | +104.2% | +330.5% | +321.2% |
| All | +2,043.2% | +296.2% | +1,747.0% | +1,264.9% |
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