+17,561.1%
LLY vs PEG
+2,907.1%
+14,654.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -1.6% | -2.4% | +0.8% | -0.9% |
| 3M | +2.3% | -4.8% | +7.1% | +3.9% |
| 6M | +14.9% | -10.7% | +25.6% | +19.2% |
| YTD | +7.5% | -6.7% | +14.1% | +9.6% |
| 1Y | +55.7% | -6.8% | +62.5% | +58.6% |
| 3Y | +110.6% | +34.5% | +76.1% | +86.6% |
| 5Y | +363.4% | +35.8% | +327.7% | +305.5% |
| 10Y | +1,649.0% | +141.7% | +1,507.2% | +1,112.4% |
| All | +17,561.1% | +2,907.1% | +14,654.0% | +4,469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling