-4.9%
LYB vs PFG
+111.0%
-115.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | +2.5% | +2.9% | -0.4% | +0.5% |
| 3M | +1.4% | +6.7% | -5.3% | -3.0% |
| 6M | -3.5% | +33.8% | -37.3% | -20.0% |
| YTD | +52.0% | +35.0% | +17.0% | +24.8% |
| 1Y | +22.1% | +46.4% | -24.4% | -5.1% |
| 3Y | -22.8% | +71.7% | -94.4% | -46.0% |
| All | -4.9% | +111.0% | -115.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling