+41.1%
LLY vs PCG
-20.7%
+61.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +4.6% | -2.0% | +6.5% | +4.9% |
| 30D | +22.4% | -2.7% | +25.1% | +22.8% |
| 3M | +17.1% | -25.1% | +42.2% | +21.5% |
| 6M | +44.6% | -22.3% | +66.9% | +47.4% |
| YTD | +33.5% | -18.5% | +51.9% | +32.9% |
| 1Y | +41.1% | -21.8% | +63.0% | +36.6% |
| All | +41.1% | -20.7% | +61.8% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling