+372.0%
LLY vs PEP
+3.4%
+368.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | -1.4% | -0.8% | -1.7% |
| 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% | +19.9% |
| YTD | +7.5% | -1.2% | +8.7% | +7.7% |
| 1Y | +55.7% | -1.6% | +57.2% | +55.9% |
| 3Y | +110.6% | -12.5% | +123.1% | +117.9% |
| All | +372.0% | +3.4% | +368.6% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling