+46.3%
LLY vs PENG
+120.3%
-74.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | +0.6% |
| 7D | +1.4% | +1.9% | -0.5% | +1.5% |
| 30D | +21.5% | -37.8% | +59.3% | +19.6% |
| 3M | +18.5% | -14.1% | +32.6% | +17.9% |
| 6M | +49.1% | +13.1% | +36.0% | +44.8% |
| YTD | +34.4% | +151.8% | -117.4% | +21.8% |
| 1Y | +46.3% | +136.0% | -89.7% | +31.7% |
| All | +46.3% | +120.3% | -74.0% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling