+50.6%
LYB vs PAAS
+24.3%
+26.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.4% | -13.1% | -4.5% |
| 7D | -6.2% | -1.1% | -5.1% | -6.1% |
| 30D | +6.3% | -8.5% | +14.8% | +6.4% |
| 3M | +4.1% | -7.3% | +11.4% | +4.2% |
| 6M | -15.5% | -18.3% | +2.8% | -15.1% |
| YTD | +50.2% | -19.2% | +69.4% | +47.0% |
| 1Y | +50.6% | +26.1% | +24.5% | +32.1% |
| All | +50.6% | +24.3% | +26.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling