+2,006.3%
LLY vs PFGC
+360.0%
+1,646.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +4.1% |
| 7D | +0.1% | +10.8% | -10.8% | -0.5% |
| 30D | +19.7% | +17.8% | +1.9% | +18.6% |
| 3M | +19.3% | -2.7% | +22.0% | +19.3% |
| 6M | +49.3% | +20.0% | +29.3% | +47.8% |
| YTD | +32.0% | +24.3% | +7.7% | +30.2% |
| 1Y | +53.7% | +13.2% | +40.5% | +52.3% |
| 3Y | +143.7% | +85.9% | +57.8% | +135.3% |
| 5Y | +463.9% | +141.0% | +322.9% | +435.6% |
| 10Y | +2,006.3% | +370.6% | +1,635.7% | +1,970.4% |
| All | +2,006.3% | +360.0% | +1,646.4% | +1,970.4% |
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