+49.0%
LYB vs PPG
+33.8%
+15.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.9% |
| 7D | -5.7% | +2.7% | -8.4% | -4.9% |
| 30D | +4.6% | +15.7% | -11.1% | +8.5% |
| 3M | +5.5% | +4.1% | +1.4% | +6.7% |
| 6M | -19.1% | +17.3% | -36.4% | -16.2% |
| YTD | +47.1% | +22.5% | +24.5% | +37.7% |
| 1Y | +49.0% | +31.4% | +17.6% | +28.3% |
| All | +49.0% | +33.8% | +15.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling