-16.8%
LYB vs PCOR
-30.9%
+14.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.3% |
| 7D | -0.2% | -9.0% | +8.7% | +1.2% |
| 30D | +8.7% | +4.2% | +4.6% | +7.9% |
| 3M | -3.0% | +14.4% | -17.4% | -5.4% |
| 6M | +4.7% | +0.2% | +4.6% | +3.5% |
| YTD | +51.6% | -20.3% | +71.8% | +55.0% |
| 1Y | +24.4% | -16.1% | +40.5% | +25.6% |
| 3Y | -23.5% | -14.7% | -8.8% | -24.1% |
| 5Y | -6.5% | -43.2% | +36.7% | -11.0% |
| All | -16.8% | -30.9% | +14.2% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling