+1,560.7%
LLY vs PPG
+26.3%
+1,534.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -3.2% | -5.1% | +2.0% | -2.0% |
| 30D | -7.4% | -9.6% | +2.1% | -5.3% |
| 3M | -1.0% | -6.4% | +5.4% | +0.1% |
| 6M | +12.5% | +0.5% | +12.0% | +11.7% |
| YTD | +5.0% | +4.4% | +0.6% | +3.3% |
| 1Y | +49.8% | -0.9% | +50.7% | +48.8% |
| 3Y | +95.5% | -17.0% | +112.4% | +99.5% |
| 5Y | +390.7% | -23.7% | +414.3% | +402.8% |
| All | +1,560.7% | +26.3% | +1,534.3% | +1,403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling