+1,612.0%
LLY vs PCG
-75.9%
+1,687.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -2.1% | -13.9% | +11.7% | -1.6% |
| 30D | -1.6% | -16.9% | +15.2% | -0.9% |
| 3M | +2.3% | -14.7% | +17.0% | +2.8% |
| 6M | +14.9% | -23.8% | +38.7% | +16.1% |
| YTD | +7.5% | -10.5% | +18.0% | +7.8% |
| 1Y | +55.7% | -5.1% | +60.8% | +55.8% |
| 3Y | +110.6% | -11.6% | +122.2% | +111.0% |
| 5Y | +363.4% | +59.0% | +304.4% | +354.8% |
| All | +1,612.0% | -75.9% | +1,687.9% | +1,707.2% |
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