+642.9%
LLY vs PCOR
-9.0%
+651.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.2% |
| 7D | +0.1% | +22.2% | -22.1% | -1.3% |
| 30D | +19.7% | +36.0% | -16.3% | +17.3% |
| 3M | +19.3% | +34.0% | -14.7% | +16.9% |
| 6M | +49.3% | +43.5% | +5.8% | +45.2% |
| YTD | +32.0% | +5.1% | +26.9% | +30.7% |
| 1Y | +53.7% | -3.9% | +57.7% | +53.1% |
| 3Y | +143.7% | +52.9% | +90.8% | +132.6% |
| 5Y | +463.9% | -18.7% | +482.6% | +455.8% |
| All | +642.9% | -9.0% | +651.9% | +620.1% |
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