+38.4%
LLY vs PWR
-34.1%
+72.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.3% | +8.5% | -4.8% |
| 7D | -0.7% | -19.9% | +19.2% | -2.7% |
| 30D | +17.9% | -29.3% | +47.2% | +13.2% |
| 3M | +16.8% | -25.5% | +42.3% | +13.3% |
| 6M | +38.4% | -34.0% | +72.5% | +40.9% |
| All | +38.4% | -34.1% | +72.5% | +40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling