+1,610.3%
LLY vs PTC
+223.7%
+1,386.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.2% | +0.1% |
| 7D | -2.1% | -10.3% | +8.1% | -0.4% |
| 30D | -1.6% | +1.1% | -2.8% | -1.9% |
| 3M | +2.3% | +1.6% | +0.7% | +1.5% |
| 6M | +14.9% | -13.5% | +28.4% | +17.0% |
| YTD | +7.5% | -19.1% | +26.5% | +10.5% |
| 1Y | +55.7% | -33.9% | +89.6% | +65.8% |
| 3Y | +110.6% | -3.9% | +114.5% | +107.0% |
| 5Y | +363.4% | +6.0% | +357.4% | +340.4% |
| All | +1,610.3% | +223.7% | +1,386.6% | +1,185.4% |
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