+53.1%
LLY vs PEG
-5.5%
+58.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -5.1% | -1.9% | -3.2% | -4.7% |
| 3M | -2.1% | -3.7% | +1.6% | -0.9% |
| 6M | +13.8% | -9.4% | +23.3% | +16.5% |
| YTD | +5.1% | -6.0% | +11.1% | +8.2% |
| 1Y | +53.1% | -4.4% | +57.5% | +58.4% |
| All | +53.1% | -5.5% | +58.6% | +58.4% |
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