-4.9%
LYB vs PNR
-21.7%
+16.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -6.0% | +6.3% | +2.4% |
| 30D | +2.5% | -14.0% | +16.4% | +7.7% |
| 3M | +1.4% | -21.7% | +23.1% | +9.0% |
| 6M | -3.5% | -37.3% | +33.8% | +11.7% |
| YTD | +52.0% | -45.1% | +97.1% | +86.0% |
| 1Y | +22.1% | -49.1% | +71.2% | +54.9% |
| 3Y | -22.8% | -14.8% | -7.9% | -23.1% |
| All | -4.9% | -21.7% | +16.8% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling