+2,006.3%
LLY vs PCG
-77.2%
+2,083.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +19.7% | +0.1% | +19.7% | +19.7% |
| 3M | +19.3% | -24.4% | +43.7% | +20.6% |
| 6M | +49.3% | -17.7% | +67.0% | +50.3% |
| YTD | +32.0% | -17.4% | +49.4% | +32.9% |
| 1Y | +53.7% | -19.4% | +73.1% | +54.9% |
| 3Y | +143.7% | -18.6% | +162.3% | +145.0% |
| 5Y | +463.9% | +10.2% | +453.7% | +459.8% |
| 10Y | +2,006.3% | -76.7% | +2,083.0% | +2,068.5% |
| All | +2,006.3% | -77.2% | +2,083.6% | +2,068.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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