+2,006.3%
LLY vs PFG
+203.0%
+1,803.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.2% | +3.4% |
| 7D | +0.1% | +2.3% | -2.2% | -0.4% |
| 30D | +19.7% | +7.6% | +12.1% | +17.9% |
| 3M | +19.3% | +2.5% | +16.7% | +18.5% |
| 6M | +49.3% | +16.6% | +32.7% | +44.2% |
| YTD | +32.0% | +34.1% | -2.0% | +23.6% |
| 1Y | +53.7% | +44.1% | +9.7% | +41.6% |
| 3Y | +143.7% | +86.3% | +57.5% | +111.5% |
| 5Y | +463.9% | +101.6% | +362.3% | +371.8% |
| 10Y | +2,006.3% | +197.9% | +1,808.5% | +1,553.5% |
| All | +2,006.3% | +203.0% | +1,803.3% | +1,553.5% |
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