+618.0%
LLY vs PCOR
-10.0%
+628.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -0.7% | +23.7% | -24.3% | -2.1% |
| 30D | +17.9% | +39.0% | -21.1% | +15.4% |
| 3M | +16.8% | +35.8% | -18.9% | +14.4% |
| 6M | +38.4% | +38.2% | +0.2% | +34.9% |
| YTD | +27.6% | +3.9% | +23.7% | +26.4% |
| 1Y | +48.3% | +5.7% | +42.7% | +46.6% |
| 3Y | +145.4% | +44.8% | +100.6% | +134.9% |
| 5Y | +438.9% | -19.8% | +458.7% | +431.7% |
| All | +618.0% | -10.0% | +628.0% | +596.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling