+476.1%
LLY vs PCG
+7.9%
+468.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +4.6% | -2.0% | +6.5% | +4.9% |
| 30D | +22.4% | -2.7% | +25.1% | +22.9% |
| 3M | +17.1% | -25.1% | +42.2% | +22.3% |
| 6M | +44.6% | -22.3% | +66.9% | +49.6% |
| YTD | +33.5% | -18.5% | +51.9% | +36.8% |
| 1Y | +41.1% | -21.8% | +63.0% | +45.6% |
| 3Y | +143.8% | -21.0% | +164.8% | +148.1% |
| All | +476.1% | +7.9% | +468.2% | +446.2% |
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 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