+132.2%
LLY vs PFG
+72.1%
+60.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -4.5% | -0.6% | -3.8% | -4.3% |
| 30D | +13.9% | +2.0% | +11.9% | +13.4% |
| 3M | +13.8% | -3.2% | +16.9% | +14.6% |
| 6M | +37.6% | +10.9% | +26.7% | +33.4% |
| YTD | +26.6% | +28.8% | -2.2% | +17.5% |
| 1Y | +45.3% | +39.2% | +6.2% | +31.8% |
| 3Y | +132.2% | +75.0% | +57.2% | +109.6% |
| All | +132.2% | +72.1% | +60.1% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling