+49.1%
LLY vs PCAR
+9.5%
+39.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.6% | +3.8% | -2.2% | +1.3% |
| 30D | +21.5% | -2.0% | +23.4% | +21.6% |
| 3M | +16.4% | -19.1% | +35.5% | +18.1% |
| 6M | +51.5% | -6.8% | +58.3% | +51.1% |
| YTD | +33.9% | -2.5% | +36.4% | +31.4% |
| 1Y | +49.1% | +9.7% | +39.5% | +42.7% |
| All | +49.1% | +9.5% | +39.6% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling