+632.8%
LYB vs PNR
+203.3%
+429.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -6.0% | +6.3% | +4.2% |
| 30D | +2.5% | -14.0% | +16.4% | +12.3% |
| 3M | +1.4% | -21.7% | +23.1% | +15.4% |
| 6M | -3.5% | -37.3% | +33.8% | +23.7% |
| YTD | +52.0% | -45.1% | +97.1% | +111.1% |
| 1Y | +22.1% | -49.1% | +71.2% | +78.6% |
| 3Y | -22.8% | -14.8% | -7.9% | -23.8% |
| 5Y | -3.4% | -21.0% | +17.7% | -3.7% |
| 10Y | +47.4% | +64.7% | -17.4% | -17.9% |
| All | +632.8% | +203.3% | +429.6% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling