+55.7%
LLY vs PEG
-7.0%
+62.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -1.6% | -2.4% | +0.8% | -1.1% |
| 3M | +2.3% | -4.8% | +7.1% | +3.7% |
| 6M | +14.9% | -10.7% | +25.6% | +17.8% |
| YTD | +7.5% | -6.7% | +14.1% | +10.7% |
| 1Y | +55.7% | -6.8% | +62.5% | +61.0% |
| All | +55.7% | -7.0% | +62.7% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling