+2,006.3%
LLY vs PEG
+155.4%
+1,850.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +0.9% | +3.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +19.7% | +3.8% | +15.9% | +18.3% |
| 3M | +19.3% | +0.1% | +19.2% | +19.1% |
| 6M | +49.3% | -1.0% | +50.3% | +49.5% |
| YTD | +32.0% | -4.1% | +36.1% | +33.4% |
| 1Y | +53.7% | -6.9% | +60.6% | +56.8% |
| 3Y | +143.7% | +35.6% | +108.1% | +114.8% |
| 5Y | +463.9% | +42.8% | +421.1% | +383.5% |
| 10Y | +2,006.3% | +160.2% | +1,846.1% | +1,363.7% |
| All | +2,006.3% | +155.4% | +1,850.9% | +1,363.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling