+24.4%
LYB vs PR
+76.5%
-52.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.9% |
| 7D | -0.2% | +2.9% | -3.1% | -2.0% |
| 30D | +8.7% | +18.0% | -9.3% | -1.9% |
| 3M | -3.0% | +16.9% | -19.9% | -12.1% |
| 6M | +4.7% | +28.2% | -23.5% | -7.8% |
| YTD | +51.6% | +69.3% | -17.8% | +19.1% |
| 1Y | +24.4% | +69.5% | -45.2% | -4.5% |
| All | +24.4% | +76.5% | -52.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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