+140.5%
LLY vs PFG
+82.7%
+57.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +6.6% | +2.4% | +4.2% | +6.0% |
| 30D | +19.4% | +5.9% | +13.6% | +17.7% |
| 3M | +19.6% | -0.4% | +20.0% | +19.6% |
| 6M | +42.6% | +14.8% | +27.7% | +36.9% |
| YTD | +35.0% | +31.9% | +3.1% | +24.4% |
| 1Y | +42.0% | +38.8% | +3.2% | +28.8% |
| 3Y | +140.5% | +82.4% | +58.1% | +111.1% |
| All | +140.5% | +82.7% | +57.8% | +111.1% |
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