+3,554.2%
LLY vs PFG
+996.3%
+2,558.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.9% |
| 30D | +21.5% | +6.4% | +15.2% | +20.0% |
| 3M | +18.5% | +2.2% | +16.2% | +17.8% |
| 6M | +49.1% | +16.3% | +32.8% | +44.1% |
| YTD | +34.4% | +33.2% | +1.1% | +25.9% |
| 1Y | +46.3% | +40.6% | +5.7% | +35.5% |
| 3Y | +145.5% | +83.3% | +62.1% | +113.3% |
| 5Y | +472.7% | +97.7% | +374.9% | +381.2% |
| 10Y | +2,049.9% | +189.9% | +1,860.1% | +1,473.8% |
| All | +3,554.2% | +996.3% | +2,558.0% | +1,494.5% |
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 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