-22.8%
LYB vs PFGC
+58.8%
-81.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -4.8% | +5.0% | +1.2% |
| 30D | +2.5% | -12.5% | +15.0% | +5.2% |
| 3M | +1.4% | -9.7% | +11.1% | +3.1% |
| 6M | -3.5% | +7.0% | -10.5% | -6.4% |
| YTD | +52.0% | +4.5% | +47.5% | +46.6% |
| 1Y | +22.1% | -11.6% | +33.6% | +26.8% |
| 3Y | -22.8% | +58.5% | -81.3% | -35.4% |
| All | -22.8% | +58.8% | -81.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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