+443.8%
LLY vs PFGC
+121.6%
+322.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -4.5% | +8.5% | -13.0% | -5.6% |
| 30D | +13.9% | +15.0% | -1.1% | +11.8% |
| 3M | +13.8% | -6.2% | +19.9% | +14.4% |
| 6M | +37.6% | +15.7% | +21.9% | +35.0% |
| YTD | +26.6% | +19.6% | +7.0% | +23.1% |
| 1Y | +45.3% | +13.2% | +32.2% | +42.3% |
| 3Y | +132.2% | +77.0% | +55.3% | +114.1% |
| All | +443.8% | +121.6% | +322.2% | +377.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling