+472.7%
LLY vs PCG
+7.2%
+465.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | +21.5% | -0.5% | +22.0% | +21.6% |
| 3M | +18.5% | -24.0% | +42.4% | +23.4% |
| 6M | +49.1% | -18.6% | +67.7% | +52.8% |
| YTD | +34.4% | -17.7% | +52.1% | +37.5% |
| 1Y | +46.3% | -20.0% | +66.3% | +50.4% |
| 3Y | +145.5% | -20.2% | +165.7% | +149.4% |
| 5Y | +472.7% | +8.4% | +464.3% | +441.8% |
| All | +472.7% | +7.2% | +465.4% | +441.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling