+110.2%
LLY vs PENG
+101.4%
+8.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.1% |
| 7D | -2.1% | +4.5% | -6.7% | -2.3% |
| 30D | -1.6% | -7.1% | +5.5% | -1.5% |
| 3M | +2.3% | -27.3% | +29.5% | +2.9% |
| 6M | +14.9% | +169.6% | -154.7% | +4.3% |
| YTD | +7.5% | +164.6% | -157.2% | -2.6% |
| 1Y | +55.7% | +109.5% | -53.8% | +43.1% |
| All | +110.2% | +101.4% | +8.8% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling