+1,548.8%
LLY vs PFGC
+419.1%
+1,129.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | -1.6% | -11.9% | +10.3% | -0.9% |
| 3M | +2.3% | +5.0% | -2.7% | +2.0% |
| 6M | +14.9% | +8.6% | +6.3% | +14.3% |
| YTD | +7.5% | +9.7% | -2.2% | +6.7% |
| 1Y | +55.7% | -6.3% | +62.0% | +55.9% |
| 3Y | +110.6% | +58.2% | +52.4% | +104.6% |
| 5Y | +363.4% | +110.4% | +253.0% | +341.7% |
| 10Y | +1,649.0% | +272.8% | +1,376.2% | +1,587.5% |
| All | +1,548.8% | +419.1% | +1,129.7% | +1,424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling