+1,545.2%
LLY vs PFG
+239.4%
+1,305.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -3.1% | +6.0% | -9.1% | -4.4% |
| 30D | -5.1% | +2.2% | -7.3% | -5.6% |
| 3M | -2.1% | +10.4% | -12.4% | -4.2% |
| 6M | +13.8% | +27.8% | -13.9% | +7.8% |
| YTD | +5.1% | +33.6% | -28.6% | -1.6% |
| 1Y | +53.1% | +49.3% | +3.8% | +39.8% |
| 3Y | +95.6% | +69.7% | +25.9% | +72.7% |
| 5Y | +361.5% | +111.3% | +250.2% | +280.9% |
| 10Y | +1,545.2% | +240.3% | +1,304.9% | +1,024.8% |
| All | +1,545.2% | +239.4% | +1,305.7% | +1,024.8% |
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