-4.6%
LYB vs PR
+273.3%
-277.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | +6.1% | +6.0% | +0.1% | +4.1% |
| 30D | +5.3% | -4.2% | +9.5% | +6.8% |
| 3M | +4.3% | +10.0% | -5.6% | +0.9% |
| 6M | -10.8% | +15.6% | -26.4% | -15.1% |
| YTD | +53.8% | +68.2% | -14.4% | +31.1% |
| 1Y | +50.5% | +79.2% | -28.7% | +25.8% |
| 3Y | -16.4% | +94.9% | -111.3% | -32.8% |
| All | -4.6% | +273.3% | -277.9% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling