+49.8%
LLY vs PPG
-0.6%
+50.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.4% |
| 3M | -1.0% | -6.4% | +5.4% | -0.2% |
| 6M | +12.5% | +0.5% | +12.0% | +10.9% |
| YTD | +5.0% | +4.4% | +0.6% | +6.6% |
| 1Y | +49.8% | -0.9% | +50.7% | +55.9% |
| All | +49.8% | -0.6% | +50.3% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling