-0.7%
LYB vs PCOR
-42.7%
+42.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.5% |
| 7D | -3.1% | -9.0% | +5.9% | -1.7% |
| 30D | +4.0% | -7.0% | +11.0% | +5.0% |
| 3M | +2.4% | +18.3% | -15.9% | -0.9% |
| 6M | -1.4% | -7.8% | +6.4% | -1.4% |
| YTD | +53.9% | -25.6% | +79.5% | +59.3% |
| 1Y | +26.1% | -22.7% | +48.8% | +29.1% |
| 3Y | -21.0% | -17.7% | -3.4% | -21.3% |
| 5Y | -0.7% | -42.0% | +41.3% | -5.2% |
| All | -0.7% | -42.7% | +42.0% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling