+1,891.5%
LLY vs PENG
+597.2%
+1,294.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.4% |
| 7D | -4.5% | -19.4% | +15.0% | -3.7% |
| 30D | +13.9% | -42.4% | +56.3% | +16.3% |
| 3M | +13.8% | -25.6% | +39.4% | +14.3% |
| 6M | +37.6% | +7.3% | +30.3% | +33.1% |
| YTD | +26.6% | +113.9% | -87.3% | +16.3% |
| 1Y | +45.3% | +93.6% | -48.2% | +34.2% |
| 3Y | +132.2% | +170.2% | -38.0% | +106.3% |
| 5Y | +434.7% | +44.2% | +390.5% | +381.6% |
| All | +1,891.5% | +597.2% | +1,294.3% | +1,576.6% |
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