+57.3%
LLY vs PFGC
+12.5%
+44.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.5% | -12.9% | -0.4% |
| 7D | +10.1% | +13.9% | -3.8% | +8.9% |
| 30D | +24.0% | +18.4% | +5.7% | +22.6% |
| 3M | +27.3% | -2.5% | +29.8% | +26.6% |
| 6M | +47.0% | +26.0% | +20.9% | +47.7% |
| YTD | +32.6% | +21.9% | +10.7% | +31.3% |
| 1Y | +57.3% | +13.4% | +44.0% | +55.4% |
| All | +57.3% | +12.5% | +44.9% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling