+390.7%
LLY vs PNR
-21.1%
+411.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -3.2% | -5.5% | +2.3% | -2.0% |
| 30D | -7.4% | -15.6% | +8.1% | -4.3% |
| 3M | -1.0% | -20.2% | +19.2% | +3.0% |
| 6M | +12.5% | -36.6% | +49.1% | +22.8% |
| YTD | +5.0% | -45.0% | +50.0% | +18.1% |
| 1Y | +49.8% | -47.4% | +97.2% | +70.0% |
| 3Y | +95.5% | -13.7% | +109.2% | +100.5% |
| 5Y | +390.7% | -20.8% | +411.5% | +430.4% |
| All | +390.7% | -21.1% | +411.7% | +430.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling