+2,053.0%
LLY vs PFG
+182.5%
+1,870.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +22.4% | +5.0% | +17.4% | +21.2% |
| 3M | +17.1% | +0.1% | +17.1% | +17.0% |
| 6M | +44.6% | +13.8% | +30.9% | +40.4% |
| YTD | +33.5% | +31.2% | +2.2% | +25.5% |
| 1Y | +41.1% | +37.1% | +4.1% | +31.4% |
| 3Y | +143.8% | +80.6% | +63.2% | +112.9% |
| 5Y | +473.4% | +93.7% | +379.6% | +383.8% |
| All | +2,053.0% | +182.5% | +1,870.5% | +1,620.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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