+438.9%
LLY vs PENG
+31.0%
+407.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.0% | +19.3% | -2.9% |
| 7D | -0.7% | -36.7% | +36.0% | +0.9% |
| 30D | +17.9% | -42.0% | +59.9% | +19.8% |
| 3M | +16.8% | -33.2% | +50.0% | +17.7% |
| 6M | +38.4% | +2.1% | +36.3% | +32.6% |
| YTD | +27.6% | +90.3% | -62.7% | +15.6% |
| 1Y | +48.3% | +67.7% | -19.3% | +35.5% |
| 3Y | +145.4% | +154.2% | -8.9% | +112.7% |
| 5Y | +438.9% | +28.3% | +410.6% | +384.8% |
| All | +438.9% | +31.0% | +407.9% | +384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling