+2,006.6%
LLY vs PENG
+644.0%
+1,362.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +1.6% |
| 7D | +1.6% | -16.1% | +17.7% | +2.3% |
| 30D | +21.5% | -41.5% | +62.9% | +24.0% |
| 3M | +16.4% | -19.1% | +35.5% | +16.6% |
| 6M | +51.5% | +0.9% | +50.6% | +47.4% |
| YTD | +33.9% | +128.2% | -94.3% | +22.6% |
| 1Y | +49.1% | +98.6% | -49.5% | +37.6% |
| 3Y | +144.6% | +188.2% | -43.6% | +116.6% |
| 5Y | +466.3% | +55.5% | +410.8% | +408.2% |
| All | +2,006.6% | +644.0% | +1,362.6% | +1,668.0% |
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