+41.1%
LLY vs PENG
+136.5%
-95.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | +4.6% | +34.6% | -30.0% | +5.6% |
| 30D | +22.4% | -35.9% | +58.3% | +20.6% |
| 3M | +17.1% | -14.7% | +31.8% | +16.5% |
| 6M | +44.6% | +13.5% | +31.1% | +40.5% |
| YTD | +33.5% | +156.1% | -122.7% | +20.7% |
| 1Y | +41.1% | +141.3% | -100.2% | +26.9% |
| All | +41.1% | +136.5% | -95.4% | +26.9% |
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