+612.4%
LLY vs PCOR
-10.3%
+622.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -4.5% | +22.7% | -27.2% | -5.8% |
| 30D | +13.9% | +37.5% | -23.6% | +11.5% |
| 3M | +13.8% | +35.2% | -21.4% | +11.4% |
| 6M | +37.6% | +42.2% | -4.6% | +33.9% |
| YTD | +26.6% | +3.6% | +23.0% | +25.4% |
| 1Y | +45.3% | -4.8% | +50.1% | +44.8% |
| 3Y | +132.2% | +48.3% | +83.9% | +122.0% |
| 5Y | +434.7% | -20.1% | +454.7% | +427.6% |
| All | +612.4% | -10.3% | +622.7% | +591.2% |
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