+22,080.9%
LLY vs PNR
+4,177.9%
+17,903.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.6% |
| 30D | +19.4% | +31.7% | -12.3% | +13.2% |
| 3M | +19.6% | +2.6% | +16.9% | +18.7% |
| 6M | +42.6% | -6.4% | +48.9% | +43.2% |
| YTD | +35.0% | -33.4% | +68.4% | +44.3% |
| 1Y | +42.0% | -35.1% | +77.1% | +52.5% |
| 3Y | +140.5% | +17.1% | +123.4% | +129.1% |
| 5Y | +479.9% | -3.5% | +483.4% | +464.5% |
| 10Y | +2,059.2% | +100.2% | +1,959.1% | +1,681.4% |
| All | +22,080.9% | +4,177.9% | +17,903.0% | +12,328.8% |
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