-4.9%
LYB vs PPG
-24.1%
+19.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -6.2% | +6.5% | +3.0% |
| 30D | +2.5% | -7.9% | +10.4% | +6.0% |
| 3M | +1.4% | -10.2% | +11.6% | +4.9% |
| 6M | -3.5% | +2.7% | -6.1% | -9.3% |
| YTD | +52.0% | +4.9% | +47.1% | +40.3% |
| 1Y | +22.1% | -3.2% | +25.2% | +18.2% |
| 3Y | -22.8% | -17.0% | -5.8% | -19.9% |
| All | -4.9% | -24.1% | +19.1% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling