+47.0%
LLY vs PCOR
+27.5%
+19.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +19.7% | -19.1% | +0.3% |
| 7D | +10.1% | +21.8% | -11.8% | +9.7% |
| 30D | +24.0% | +39.5% | -15.5% | +23.4% |
| 3M | +27.3% | +35.2% | -8.0% | +27.3% |
| 6M | +47.0% | +21.7% | +25.2% | +35.9% |
| All | +47.0% | +27.5% | +19.5% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling