+632.8%
LYB vs PEG
+327.8%
+305.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +2.5% | -3.7% | +6.2% | +4.5% |
| 3M | +1.4% | -7.3% | +8.7% | +5.4% |
| 6M | -3.5% | -10.5% | +7.0% | +1.7% |
| YTD | +52.0% | -7.5% | +59.5% | +56.6% |
| 1Y | +22.1% | -8.7% | +30.8% | +26.3% |
| 3Y | -22.8% | +31.4% | -54.1% | -37.3% |
| 5Y | -3.4% | +37.8% | -41.1% | -25.3% |
| 10Y | +47.4% | +148.0% | -100.6% | -22.0% |
| All | +632.8% | +327.8% | +305.1% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling