+632.8%
LYB vs PPG
+316.6%
+316.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.3% |
| 7D | +0.3% | -6.2% | +6.5% | +4.9% |
| 30D | +2.5% | -7.9% | +10.4% | +8.5% |
| 3M | +1.4% | -10.2% | +11.6% | +7.2% |
| 6M | -3.5% | +2.7% | -6.1% | -11.8% |
| YTD | +52.0% | +4.9% | +47.1% | +35.6% |
| 1Y | +22.1% | -3.2% | +25.2% | +15.9% |
| 3Y | -22.8% | -17.0% | -5.8% | -18.4% |
| 5Y | -3.4% | -23.3% | +20.0% | +3.6% |
| 10Y | +47.4% | +26.4% | +20.9% | +0.6% |
| All | +632.8% | +316.6% | +316.3% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling