-22.8%
LYB vs PBR
+99.7%
-122.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.3% | +5.4% | -5.1% | -2.1% |
| 30D | +2.5% | +22.9% | -20.4% | -6.7% |
| 3M | +1.4% | +19.6% | -18.3% | -6.6% |
| 6M | -3.5% | +16.5% | -20.0% | -9.5% |
| YTD | +52.0% | +86.7% | -34.7% | +18.4% |
| 1Y | +22.1% | +74.7% | -52.7% | -2.9% |
| 3Y | -22.8% | +102.6% | -125.3% | -44.2% |
| All | -22.8% | +99.7% | -122.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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