+2,080.1%
LLY vs PEG
+171.2%
+1,908.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.8% |
| 7D | +6.7% | +4.5% | +2.2% | +5.2% |
| 30D | +19.6% | +7.5% | +12.0% | +16.8% |
| 3M | +19.7% | +0.8% | +18.9% | +19.3% |
| 6M | +42.7% | 0.0% | +42.7% | +42.4% |
| YTD | +35.1% | -3.0% | +38.2% | +36.0% |
| 1Y | +42.2% | -4.7% | +46.9% | +43.9% |
| 3Y | +140.8% | +36.5% | +104.3% | +111.7% |
| 5Y | +480.6% | +44.4% | +436.2% | +395.8% |
| All | +2,080.1% | +171.2% | +1,908.9% | +1,385.7% |
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