+36.5%
LYB vs PENG
+689.3%
-652.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +1.7% |
| 7D | +6.1% | +13.2% | -7.1% | +4.0% |
| 30D | +5.3% | -29.9% | +35.3% | +9.5% |
| 3M | +4.3% | -22.2% | +26.6% | +5.3% |
| 6M | -10.8% | -1.9% | -8.9% | -16.9% |
| YTD | +53.8% | +142.1% | -88.4% | +18.3% |
| 1Y | +50.5% | +151.5% | -101.1% | +14.8% |
| 3Y | -16.4% | +206.9% | -223.3% | -42.6% |
| 5Y | -4.8% | +58.2% | -63.1% | -30.6% |
| All | +36.5% | +689.3% | -652.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling