+134.1%
LLY vs PCG
-20.0%
+154.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.6% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +17.9% | +5.8% | +12.1% | +16.8% |
| 3M | +16.8% | -22.8% | +39.6% | +21.1% |
| 6M | +38.4% | -18.4% | +56.9% | +41.4% |
| YTD | +27.6% | -16.9% | +44.5% | +29.9% |
| 1Y | +48.3% | -17.6% | +66.0% | +51.2% |
| All | +134.1% | -20.0% | +154.1% | +143.2% |
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 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