+1,610.3%
LLY vs PEP
+74.1%
+1,536.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.1% | -1.4% | -0.8% | -1.5% |
| 30D | -1.6% | +0.2% | -1.8% | -1.7% |
| 3M | +2.3% | -1.1% | +3.4% | +2.6% |
| 6M | +14.9% | -13.5% | +28.4% | +22.6% |
| YTD | +7.5% | -1.2% | +8.7% | +7.4% |
| 1Y | +55.7% | -1.6% | +57.2% | +55.2% |
| 3Y | +110.6% | -12.5% | +123.1% | +118.2% |
| 5Y | +363.4% | +3.0% | +360.4% | +332.3% |
| All | +1,610.3% | +74.1% | +1,536.2% | +1,090.8% |
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