-21.8%
LYB vs PCOR
-18.2%
-3.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | -3.1% | -9.0% | +5.9% | -1.4% |
| 30D | +4.0% | -7.0% | +11.0% | +5.2% |
| 3M | +2.4% | +18.3% | -15.9% | -1.5% |
| 6M | -1.4% | -7.8% | +6.4% | -1.2% |
| YTD | +53.9% | -25.6% | +79.5% | +62.1% |
| 1Y | +26.1% | -22.7% | +48.8% | +30.6% |
| All | -21.8% | -18.2% | -3.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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