+140.8%
LLY vs PNR
+15.8%
+124.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | +0.3% | +6.5% | +6.7% |
| 30D | +19.6% | +31.7% | -12.1% | +13.1% |
| 3M | +19.7% | +2.6% | +17.1% | +19.1% |
| 6M | +42.7% | -6.4% | +49.1% | +43.8% |
| YTD | +35.1% | -33.4% | +68.6% | +47.7% |
| 1Y | +42.2% | -35.1% | +77.3% | +56.2% |
| 3Y | +140.8% | +17.1% | +123.7% | +169.6% |
| All | +140.8% | +15.8% | +124.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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