+17,170.0%
LLY vs PPG
+2,691.0%
+14,479.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -5.1% | -7.8% | +2.7% | -3.0% |
| 3M | -2.1% | -2.2% | +0.1% | -1.9% |
| 6M | +13.8% | +4.1% | +9.7% | +11.8% |
| YTD | +5.1% | +9.1% | -4.0% | +1.7% |
| 1Y | +53.1% | +1.0% | +52.2% | +51.0% |
| 3Y | +95.6% | -13.3% | +108.9% | +98.8% |
| 5Y | +361.5% | -19.2% | +380.7% | +367.4% |
| 10Y | +1,545.2% | +25.9% | +1,519.3% | +1,300.9% |
| All | +17,170.0% | +2,691.0% | +14,479.0% | +5,959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling