+2,024.1%
LLY vs PCG
-76.4%
+2,100.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +21.5% | +0.8% | +20.7% | +21.4% |
| 3M | +16.4% | -22.0% | +38.5% | +17.6% |
| 6M | +51.5% | -17.1% | +68.6% | +52.5% |
| YTD | +33.9% | -16.9% | +50.8% | +34.8% |
| 1Y | +49.1% | -19.1% | +68.2% | +50.2% |
| 3Y | +144.6% | -19.4% | +164.1% | +146.0% |
| 5Y | +466.3% | +9.0% | +457.3% | +462.3% |
| 10Y | +2,024.1% | -76.2% | +2,100.3% | +2,057.7% |
| All | +2,024.1% | -76.4% | +2,100.5% | +2,057.7% |
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