+17,170.0%
LLY vs PG
+4,011.1%
+13,159.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -5.1% | -0.1% | -4.9% | -5.0% |
| 3M | -2.1% | +1.1% | -3.1% | -2.7% |
| 6M | +13.8% | -3.8% | +17.7% | +15.4% |
| YTD | +5.1% | +3.8% | +1.2% | +2.9% |
| 1Y | +53.1% | -5.8% | +58.9% | +56.1% |
| 3Y | +95.6% | +3.0% | +92.6% | +90.2% |
| 5Y | +361.5% | +14.5% | +347.0% | +325.9% |
| 10Y | +1,545.2% | +117.8% | +1,427.4% | +1,034.1% |
| All | +17,170.0% | +4,011.1% | +13,159.0% | +2,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling