+2,822.2%
LLY vs PFG
+1,015.3%
+1,806.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.6% |
| 7D | -2.1% | +5.5% | -7.7% | -3.3% |
| 30D | -1.6% | +2.4% | -4.0% | -2.2% |
| 3M | +2.3% | +13.6% | -11.3% | -0.6% |
| 6M | +14.9% | +27.9% | -13.0% | +8.8% |
| YTD | +7.5% | +35.6% | -28.1% | +0.4% |
| 1Y | +55.7% | +48.5% | +7.2% | +42.4% |
| 3Y | +110.6% | +66.9% | +43.7% | +86.5% |
| 5Y | +363.4% | +111.0% | +252.5% | +283.7% |
| 10Y | +1,649.0% | +244.5% | +1,404.5% | +1,134.3% |
| All | +2,822.2% | +1,015.3% | +1,806.9% | +1,170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling