+504.7%
LLY vs PCOR
-30.9%
+535.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.1% | -9.0% | +6.8% | -1.6% |
| 30D | -1.6% | +4.2% | -5.8% | -1.9% |
| 3M | +2.3% | +14.4% | -12.1% | +1.1% |
| 6M | +14.9% | +0.2% | +14.7% | +14.2% |
| YTD | +7.5% | -20.3% | +27.7% | +8.4% |
| 1Y | +55.7% | -16.1% | +71.8% | +56.1% |
| 3Y | +110.6% | -14.7% | +125.3% | +108.4% |
| 5Y | +363.4% | -43.2% | +406.6% | +367.1% |
| All | +504.7% | -30.9% | +535.7% | +497.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling