+2,025.7%
LLY vs PENG
+689.3%
+1,336.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.7% | +1.5% |
| 7D | +6.7% | +13.2% | -6.5% | +6.1% |
| 30D | +19.6% | -29.9% | +49.5% | +21.0% |
| 3M | +19.7% | -22.2% | +41.9% | +20.1% |
| 6M | +42.7% | -1.9% | +44.6% | +39.2% |
| YTD | +35.1% | +142.1% | -107.0% | +23.3% |
| 1Y | +42.2% | +151.5% | -109.3% | +29.3% |
| 3Y | +140.8% | +206.9% | -66.1% | +112.5% |
| 5Y | +480.6% | +58.2% | +422.3% | +420.6% |
| All | +2,025.7% | +689.3% | +1,336.4% | +1,678.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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