+104.7%
LLY vs PFGC
+65.1%
+39.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -1.6% | -11.9% | +10.3% | 0.0% |
| 3M | +2.3% | +5.0% | -2.7% | +1.9% |
| 6M | +14.9% | +8.6% | +6.3% | +13.7% |
| YTD | +7.5% | +9.7% | -2.2% | +5.5% |
| 1Y | +55.7% | -6.3% | +62.0% | +57.0% |
| All | +104.7% | +65.1% | +39.6% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling