+15,551.7%
LLY vs PAAS
+955.7%
+14,596.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.7% |
| 7D | -0.7% | -0.4% | -0.2% | -0.7% |
| 30D | +17.9% | -11.6% | +29.5% | +18.2% |
| 3M | +16.8% | -15.6% | +32.4% | +17.2% |
| 6M | +38.4% | -19.1% | +57.6% | +38.9% |
| YTD | +27.6% | -20.9% | +48.5% | +28.0% |
| 1Y | +48.3% | +21.3% | +27.0% | +47.0% |
| 3Y | +145.4% | +177.4% | -32.0% | +136.7% |
| 5Y | +438.9% | +71.3% | +367.6% | +423.8% |
| 10Y | +2,101.6% | +181.5% | +1,920.1% | +1,978.1% |
| All | +15,551.7% | +955.7% | +14,596.0% | +16,116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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