+57.3%
LLY vs PG
+15.9%
+41.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.7% |
| 7D | +10.1% | +5.7% | +4.3% | +7.7% |
| 30D | +24.0% | +15.4% | +8.6% | +17.7% |
| 3M | +27.3% | +13.8% | +13.5% | +21.3% |
| 6M | +47.0% | +18.3% | +28.6% | +37.9% |
| YTD | +32.6% | +20.1% | +12.4% | +29.1% |
| 1Y | +57.3% | +17.0% | +40.4% | +53.9% |
| All | +57.3% | +15.9% | +41.5% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 1y: compounded portfolio wealth divided by compounded PG 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…
1y analysis · Full analysis span regression · 6 months rolling