+632.8%
LYB vs PFG
+593.7%
+39.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | +2.5% | +2.9% | -0.4% | -0.1% |
| 3M | +1.4% | +6.7% | -5.3% | -4.0% |
| 6M | -3.5% | +33.8% | -37.3% | -22.7% |
| YTD | +52.0% | +35.0% | +17.0% | +20.6% |
| 1Y | +22.1% | +46.4% | -24.4% | -8.8% |
| 3Y | -22.8% | +71.7% | -94.4% | -49.0% |
| 5Y | -3.4% | +113.7% | -117.0% | -47.0% |
| 10Y | +47.4% | +247.8% | -200.5% | -44.8% |
| All | +632.8% | +593.7% | +39.1% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling