+17,561.1%
LLY vs PNR
+3,652.8%
+13,908.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | -2.4% | +0.2% | -1.7% |
| 30D | -1.6% | -12.8% | +11.2% | +0.9% |
| 3M | +2.3% | -17.0% | +19.3% | +5.4% |
| 6M | +14.9% | -37.4% | +52.3% | +24.7% |
| YTD | +7.5% | -41.6% | +49.1% | +18.0% |
| 1Y | +55.7% | -44.6% | +100.3% | +72.6% |
| 3Y | +110.6% | -12.1% | +122.7% | +112.0% |
| 5Y | +363.4% | -17.4% | +380.8% | +365.3% |
| 10Y | +1,649.0% | +64.0% | +1,585.0% | +1,399.1% |
| All | +17,561.1% | +3,652.8% | +13,908.3% | +10,068.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling