+20,705.6%
LLY vs PTC
+8,817.5%
+11,888.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | -0.2% | -4.2% | -4.5% |
| 30D | +13.9% | +0.8% | +13.1% | +13.8% |
| 3M | +13.8% | +32.1% | -18.3% | +10.0% |
| 6M | +37.6% | +42.6% | -5.0% | +31.6% |
| YTD | +26.6% | +12.0% | +14.6% | +23.9% |
| 1Y | +45.3% | +12.2% | +33.2% | +42.2% |
| 3Y | +132.2% | +31.2% | +101.0% | +122.4% |
| 5Y | +434.7% | +54.9% | +379.8% | +400.3% |
| 10Y | +2,084.3% | +343.1% | +1,741.2% | +1,710.5% |
| All | +20,705.6% | +8,817.5% | +11,888.1% | +8,839.3% |
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