+361.5%
LLY vs PFGC
+110.5%
+251.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -3.1% | -2.4% | -0.7% | -2.8% |
| 30D | -5.1% | -15.8% | +10.7% | -3.3% |
| 3M | -2.1% | -0.6% | -1.5% | -1.9% |
| 6M | +13.8% | +10.7% | +3.2% | +12.7% |
| YTD | +5.1% | +7.6% | -2.6% | +3.8% |
| 1Y | +53.1% | -7.8% | +60.9% | +54.0% |
| 3Y | +95.6% | +63.7% | +31.9% | +84.0% |
| 5Y | +361.5% | +112.3% | +249.2% | +317.8% |
| All | +361.5% | +110.5% | +251.0% | +317.8% |
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