-21.8%
LYB vs PR
+84.2%
-106.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | +4.0% | +11.3% | -7.2% | -1.2% |
| 3M | +2.4% | +24.1% | -21.7% | -7.6% |
| 6M | -1.4% | +25.4% | -26.8% | -11.0% |
| YTD | +53.9% | +71.2% | -17.3% | +21.7% |
| 1Y | +26.1% | +78.6% | -52.5% | -2.5% |
| All | -21.8% | +84.2% | -106.0% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling