+139.5%
LLY vs PTC
+29.2%
+110.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +21.5% | +0.9% | +20.6% | +21.4% |
| 3M | +18.5% | +30.4% | -11.9% | +15.4% |
| 6M | +49.1% | +34.4% | +14.7% | +44.4% |
| YTD | +34.4% | +12.6% | +21.8% | +34.0% |
| 1Y | +46.3% | +10.2% | +36.1% | +46.4% |
| All | +139.5% | +29.2% | +110.3% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling