+140.8%
LLY vs PPG
+2.6%
+138.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | +0.7% | +6.0% | +6.6% |
| 30D | +19.6% | +17.6% | +2.0% | +15.0% |
| 3M | +19.7% | +7.5% | +12.3% | +17.5% |
| 6M | +42.7% | +17.6% | +25.1% | +36.1% |
| YTD | +35.1% | +22.6% | +12.6% | +27.9% |
| 1Y | +42.2% | +28.0% | +14.2% | +33.2% |
| 3Y | +140.8% | +1.8% | +139.0% | +128.8% |
| All | +140.8% | +2.6% | +138.2% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling