+2,060.2%
LLY vs PEP
+82.4%
+1,977.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -0.7% | +6.7% | -7.3% | -3.6% |
| 30D | +17.9% | +13.5% | +4.4% | +11.0% |
| 3M | +16.8% | +3.9% | +12.9% | +14.5% |
| 6M | +38.4% | -6.0% | +44.4% | +41.9% |
| YTD | +27.6% | +2.5% | +25.1% | +25.1% |
| 1Y | +48.3% | +3.9% | +44.4% | +44.3% |
| 3Y | +145.4% | -4.7% | +150.0% | +142.6% |
| 5Y | +438.9% | +1.1% | +437.8% | +409.7% |
| All | +2,060.2% | +82.4% | +1,977.8% | +1,408.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling