+140.8%
LLY vs PCG
-19.3%
+160.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +6.7% | +2.2% | +4.6% | +6.4% |
| 30D | +19.6% | +0.8% | +18.8% | +19.4% |
| 3M | +19.7% | -23.8% | +43.5% | +24.5% |
| 6M | +42.7% | -19.6% | +62.4% | +46.3% |
| YTD | +35.1% | -16.7% | +51.9% | +37.6% |
| 1Y | +42.2% | -19.4% | +61.6% | +45.5% |
| 3Y | +140.8% | -18.3% | +159.1% | +148.5% |
| All | +140.8% | -19.3% | +160.1% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling