+134.1%
LLY vs PCAR
+34.2%
+99.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -0.7% | +2.2% | -2.8% | -1.0% |
| 30D | +17.9% | -4.4% | +22.3% | +18.7% |
| 3M | +16.8% | -21.4% | +38.2% | +20.8% |
| 6M | +38.4% | -7.3% | +45.8% | +39.2% |
| YTD | +27.6% | -3.8% | +31.4% | +27.1% |
| 1Y | +48.3% | +6.3% | +42.0% | +45.1% |
| All | +134.1% | +34.2% | +99.8% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling