+46.3%
LYB vs PNR
+66.2%
-19.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -6.0% | +6.3% | +3.9% |
| 30D | +2.5% | -14.0% | +16.4% | +11.4% |
| 3M | +1.4% | -21.7% | +23.1% | +14.2% |
| 6M | -3.5% | -37.3% | +33.8% | +21.5% |
| YTD | +52.0% | -45.1% | +97.1% | +106.8% |
| 1Y | +22.1% | -49.1% | +71.2% | +74.7% |
| 3Y | -22.8% | -14.8% | -7.9% | -24.4% |
| 5Y | -3.4% | -21.0% | +17.7% | -3.2% |
| All | +46.3% | +66.2% | -19.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling