+466.3%
LLY vs PCOR
-17.9%
+484.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | +20.7% | -19.1% | +0.4% |
| 30D | +21.5% | +35.7% | -14.2% | +19.2% |
| 3M | +16.4% | +31.1% | -14.6% | +14.4% |
| 6M | +51.5% | +43.1% | +8.4% | +47.6% |
| YTD | +33.9% | +4.8% | +29.1% | +32.7% |
| 1Y | +49.1% | -3.7% | +52.8% | +48.5% |
| 3Y | +144.6% | +46.5% | +98.1% | +134.9% |
| 5Y | +466.3% | -17.3% | +483.6% | +444.6% |
| All | +466.3% | -17.9% | +484.3% | +444.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling