+20,870.5%
LLY vs PTC
+8,796.0%
+12,074.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -0.7% | -0.1% | -0.6% | -0.6% |
| 30D | +17.9% | +0.8% | +17.1% | +17.8% |
| 3M | +16.8% | +39.6% | -22.7% | +12.4% |
| 6M | +38.4% | +41.5% | -3.0% | +32.5% |
| YTD | +27.6% | +11.7% | +15.9% | +24.9% |
| 1Y | +48.3% | +2.4% | +45.9% | +46.3% |
| 3Y | +145.4% | +31.9% | +113.4% | +134.8% |
| 5Y | +438.9% | +54.5% | +384.4% | +404.4% |
| 10Y | +2,101.6% | +342.1% | +1,759.5% | +1,725.3% |
| All | +20,870.5% | +8,796.0% | +12,074.5% | +8,912.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling