+2,006.3%
LLY vs PTC
+326.2%
+1,680.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +19.7% | +0.7% | +19.0% | +19.6% |
| 3M | +19.3% | +32.6% | -13.4% | +13.3% |
| 6M | +49.3% | +33.6% | +15.8% | +41.0% |
| YTD | +32.0% | +12.4% | +19.6% | +28.1% |
| 1Y | +53.7% | +11.2% | +42.5% | +49.4% |
| 3Y | +143.7% | +31.7% | +112.1% | +126.6% |
| 5Y | +463.9% | +60.1% | +403.8% | +399.5% |
| 10Y | +2,006.3% | +317.2% | +1,689.2% | +1,509.8% |
| All | +2,006.3% | +326.2% | +1,680.2% | +1,509.8% |
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