+34.6%
LYB vs PENG
+762.7%
-728.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.4% | -2.9% |
| 7D | -0.2% | +4.5% | -4.8% | -1.0% |
| 30D | +8.7% | -7.1% | +15.8% | +9.5% |
| 3M | -3.0% | -27.3% | +24.2% | -1.2% |
| 6M | +4.7% | +169.6% | -164.9% | -18.3% |
| YTD | +51.6% | +164.6% | -113.0% | +18.2% |
| 1Y | +24.4% | +109.5% | -85.1% | +0.5% |
| 3Y | -23.5% | +98.9% | -122.4% | -42.8% |
| 5Y | -6.5% | +116.3% | -122.7% | -34.7% |
| All | +34.6% | +762.7% | -728.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling