+2,080.1%
LLY vs PTC
+312.5%
+1,767.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | +0.5% | +6.3% | +6.7% |
| 30D | +19.6% | +1.2% | +18.3% | +19.4% |
| 3M | +19.7% | +27.4% | -7.7% | +14.5% |
| 6M | +42.7% | +39.2% | +3.5% | +33.8% |
| YTD | +35.1% | +12.5% | +22.6% | +31.1% |
| 1Y | +42.2% | +12.3% | +29.9% | +37.9% |
| 3Y | +140.8% | +28.8% | +112.0% | +124.7% |
| 5Y | +480.6% | +60.9% | +419.7% | +413.8% |
| All | +2,080.1% | +312.5% | +1,767.6% | +1,564.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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