+2,043.2%
LLY vs PWR
+1,832.8%
+210.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.0% | -1.7% |
| 7D | -4.5% | -12.9% | +8.4% | -2.7% |
| 30D | +13.9% | -22.8% | +36.8% | +18.0% |
| 3M | +13.8% | -19.0% | +32.8% | +16.6% |
| 6M | +37.6% | -31.1% | +68.7% | +44.3% |
| YTD | +26.6% | +28.2% | -1.6% | +17.9% |
| 1Y | +45.3% | +22.2% | +23.1% | +36.4% |
| 3Y | +132.2% | +222.1% | -89.9% | +75.3% |
| 5Y | +434.7% | +364.1% | +70.6% | +268.9% |
| All | +2,043.2% | +1,832.8% | +210.4% | +873.3% |
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