+36.2%
LYB vs PENG
+710.3%
-674.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | +1.5% | -15.2% | +16.7% | +3.9% |
| 3M | -0.3% | -16.9% | +16.6% | -0.6% |
| 6M | +0.1% | +161.5% | -161.5% | -21.6% |
| YTD | +53.4% | +148.6% | -95.1% | +20.8% |
| 1Y | +25.6% | +89.6% | -64.0% | +3.4% |
| 3Y | -21.3% | +99.8% | -121.0% | -41.4% |
| 5Y | -2.4% | +100.9% | -103.3% | -30.9% |
| All | +36.2% | +710.3% | -674.1% | -16.0% |
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