+643.2%
LYB vs PAAS
+154.2%
+489.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | +9.5% | -0.1% | +9.6% | +9.3% |
| 3M | +1.3% | +8.2% | -7.0% | -0.6% |
| 6M | -1.7% | -13.8% | +12.0% | -1.1% |
| YTD | +54.1% | -0.6% | +54.8% | +50.4% |
| 1Y | +25.7% | +44.0% | -18.3% | +14.4% |
| 3Y | -20.9% | +246.6% | -267.5% | -40.3% |
| 5Y | -1.5% | +116.1% | -117.6% | -21.6% |
| 10Y | +45.0% | +202.7% | -157.8% | -1.2% |
| All | +643.2% | +154.2% | +489.0% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling