+41.5%
LYB vs PFGC
+396.6%
-355.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.8% |
| 30D | +1.5% | -17.2% | +18.7% | +7.5% |
| 3M | -0.3% | -6.3% | +6.1% | +1.3% |
| 6M | +0.1% | +8.8% | -8.8% | -4.1% |
| YTD | +53.4% | +4.9% | +48.5% | +47.8% |
| 1Y | +25.6% | -9.5% | +35.1% | +27.1% |
| 3Y | -21.3% | +59.6% | -80.9% | -34.5% |
| 5Y | -2.4% | +113.5% | -115.9% | -28.6% |
| 10Y | +48.8% | +292.8% | -244.0% | -3.0% |
| All | +41.5% | +396.6% | -355.1% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling