-21.8%
LYB vs PENG
+107.0%
-128.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -3.1% | +7.3% | -10.4% | -3.5% |
| 30D | +4.0% | -7.5% | +11.5% | +4.4% |
| 3M | +2.4% | -17.2% | +19.6% | +2.3% |
| 6M | -1.4% | +176.7% | -178.2% | -13.3% |
| YTD | +53.9% | +161.0% | -107.1% | +35.9% |
| 1Y | +26.1% | +108.8% | -82.8% | +13.5% |
| All | -21.8% | +107.0% | -128.7% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling