+134.1%
LLY vs PEP
-3.9%
+138.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.8% |
| 7D | -0.7% | +6.7% | -7.3% | -1.7% |
| 30D | +17.9% | +13.5% | +4.4% | +15.5% |
| 3M | +16.8% | +3.9% | +12.9% | +16.1% |
| 6M | +38.4% | -6.0% | +44.4% | +39.4% |
| YTD | +27.6% | +2.5% | +25.1% | +27.9% |
| 1Y | +48.3% | +3.9% | +44.4% | +48.5% |
| All | +134.1% | -3.9% | +138.0% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling