+1,580.3%
LLY vs PEG
+136.9%
+1,443.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -8.6% | -2.6% | -6.0% | -7.9% |
| 3M | -1.6% | -7.6% | +6.0% | +0.8% |
| 6M | +11.8% | -12.2% | +24.0% | +16.5% |
| YTD | +5.1% | -8.1% | +13.2% | +7.7% |
| 1Y | +50.7% | -7.0% | +57.7% | +53.5% |
| 3Y | +95.7% | +30.6% | +65.1% | +75.0% |
| 5Y | +390.2% | +34.4% | +355.8% | +330.2% |
| 10Y | +1,580.3% | +146.5% | +1,433.8% | +1,132.1% |
| All | +1,580.3% | +136.9% | +1,443.5% | +1,132.1% |
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