+0.1%
LYB vs PEG
-11.3%
+11.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.9% |
| 30D | +1.5% | -2.8% | +4.3% | +0.9% |
| 3M | -0.3% | -6.9% | +6.6% | -1.3% |
| 6M | +0.1% | -11.4% | +11.5% | -1.8% |
| All | +0.1% | -11.3% | +11.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 6mo: compounded portfolio wealth divided by compounded PEG 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…
6mo analysis · Full analysis span regression · 6 months rolling