+110.2%
LLY vs PWR
+195.8%
-85.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.1% | +3.6% | -5.8% | -2.5% |
| 30D | -1.6% | -8.6% | +7.0% | -0.8% |
| 3M | +2.3% | -13.2% | +15.5% | +3.9% |
| 6M | +14.9% | +9.9% | +5.0% | +12.4% |
| YTD | +7.5% | +48.0% | -40.6% | +0.4% |
| 1Y | +55.7% | +66.2% | -10.5% | +42.2% |
| All | +110.2% | +195.8% | -85.6% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling