+134.1%
LLY vs PCOR
+44.3%
+89.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -0.7% | +23.7% | -24.3% | -2.2% |
| 30D | +17.9% | +39.0% | -21.1% | +15.0% |
| 3M | +16.8% | +35.8% | -18.9% | +14.1% |
| 6M | +38.4% | +38.2% | +0.2% | +34.5% |
| YTD | +27.6% | +3.9% | +23.7% | +26.8% |
| 1Y | +48.3% | +5.7% | +42.7% | +46.9% |
| All | +134.1% | +44.3% | +89.8% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling