+632.8%
LYB vs PBR
+103.7%
+529.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.3% | +5.4% | -5.1% | -1.5% |
| 30D | +2.5% | +22.9% | -20.4% | -4.4% |
| 3M | +1.4% | +19.6% | -18.3% | -4.5% |
| 6M | -3.5% | +16.5% | -20.0% | -8.1% |
| YTD | +52.0% | +86.7% | -34.7% | +23.7% |
| 1Y | +22.1% | +74.7% | -52.7% | +1.2% |
| 3Y | -22.8% | +102.6% | -125.3% | -40.0% |
| 5Y | -3.4% | +566.6% | -569.9% | -52.5% |
| 10Y | +47.4% | +686.1% | -638.7% | -40.3% |
| All | +632.8% | +103.7% | +529.2% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling