-22.8%
LYB vs PAAS
+238.2%
-260.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.4% |
| 30D | +2.5% | -3.6% | +6.0% | +2.6% |
| 3M | +1.4% | +8.6% | -7.2% | +0.6% |
| 6M | -3.5% | -16.7% | +13.2% | -2.4% |
| YTD | +52.0% | -1.9% | +53.9% | +49.8% |
| 1Y | +22.1% | +38.0% | -16.0% | +15.0% |
| 3Y | -22.8% | +234.9% | -257.7% | -38.1% |
| All | -22.8% | +238.2% | -260.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling