+132.2%
LLY vs PEG
+25.9%
+106.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.5% | -2.3% | -2.2% | -4.0% |
| 30D | +13.9% | +1.2% | +12.7% | +13.6% |
| 3M | +13.8% | -2.4% | +16.1% | +14.3% |
| 6M | +37.6% | -6.9% | +44.5% | +39.9% |
| YTD | +26.6% | -7.2% | +33.8% | +28.9% |
| 1Y | +45.3% | -8.9% | +54.2% | +48.5% |
| 3Y | +132.2% | +27.1% | +105.1% | +127.9% |
| All | +132.2% | +25.9% | +106.3% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling