+1,545.2%
LLY vs PFGC
+273.4%
+1,271.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.1% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -5.1% | -15.8% | +10.7% | -4.2% |
| 3M | -2.1% | -0.6% | -1.5% | -2.0% |
| 6M | +13.8% | +10.7% | +3.2% | +13.2% |
| YTD | +5.1% | +7.6% | -2.6% | +4.5% |
| 1Y | +53.1% | -7.8% | +60.9% | +53.5% |
| 3Y | +95.6% | +63.7% | +31.9% | +90.2% |
| 5Y | +361.5% | +112.3% | +249.2% | +341.5% |
| 10Y | +1,545.2% | +286.7% | +1,258.5% | +1,525.4% |
| All | +1,545.2% | +273.4% | +1,271.8% | +1,525.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling