+92.7%
LLY vs PG
+0.7%
+92.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -1.9% |
| 30D | -8.6% | -2.6% | -6.0% | -7.7% |
| 3M | -1.6% | -3.3% | +1.7% | -0.5% |
| 6M | +11.8% | -6.7% | +18.6% | +14.5% |
| YTD | +5.1% | +1.7% | +3.4% | +4.6% |
| 1Y | +50.7% | -7.9% | +58.6% | +55.5% |
| All | +92.7% | +0.7% | +92.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling