+2,077.5%
LLY vs PWR
+1,844.4%
+233.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +6.6% | +11.3% | -4.7% | +4.8% |
| 30D | +19.4% | -8.9% | +28.3% | +20.5% |
| 3M | +19.6% | -10.5% | +30.1% | +20.6% |
| 6M | +42.6% | -22.2% | +64.7% | +46.5% |
| YTD | +35.0% | +42.7% | -7.8% | +23.8% |
| 1Y | +42.0% | +41.1% | +0.9% | +30.3% |
| 3Y | +140.5% | +242.7% | -102.3% | +80.9% |
| 5Y | +479.9% | +418.5% | +61.3% | +295.6% |
| All | +2,077.5% | +1,844.4% | +233.0% | +992.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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