+372.0%
LLY vs PTC
+6.0%
+366.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.3% |
| YTD | +7.5% | -19.1% | +26.5% | +11.0% |
| 1Y | +55.7% | -33.9% | +89.6% | +67.4% |
| 3Y | +110.6% | -3.9% | +114.5% | +104.5% |
| All | +372.0% | +6.0% | +366.0% | +337.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling