+21,908.6%
LLY vs PEP
+3,314.9%
+18,593.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +1.6% | +4.6% | -3.0% | -0.2% |
| 30D | +21.5% | +14.0% | +7.5% | +15.2% |
| 3M | +16.4% | +5.4% | +11.0% | +13.8% |
| 6M | +51.5% | -5.1% | +56.6% | +54.1% |
| YTD | +33.9% | +3.1% | +30.8% | +31.3% |
| 1Y | +49.1% | +4.8% | +44.3% | +45.2% |
| 3Y | +144.6% | -4.1% | +148.7% | +142.2% |
| 5Y | +466.3% | +3.0% | +463.4% | +442.4% |
| 10Y | +2,024.1% | +89.6% | +1,934.6% | +1,480.3% |
| All | +21,908.6% | +3,314.9% | +18,593.8% | +5,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling