+2,043.2%
LLY vs PCG
-77.4%
+2,120.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.4% |
| 30D | +13.9% | +1.4% | +12.5% | +13.8% |
| 3M | +13.8% | -23.4% | +37.2% | +14.9% |
| 6M | +37.6% | -19.4% | +57.0% | +38.6% |
| YTD | +26.6% | -18.5% | +45.1% | +27.5% |
| 1Y | +45.3% | -19.5% | +64.9% | +46.4% |
| 3Y | +132.2% | -21.0% | +153.2% | +133.7% |
| 5Y | +434.7% | +13.7% | +420.9% | +430.5% |
| All | +2,043.2% | -77.4% | +2,120.6% | +2,165.4% |
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