-22.8%
LYB vs PTC
-9.2%
-13.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +0.3% | -7.3% | +7.5% | +2.1% |
| 30D | +2.5% | -11.6% | +14.1% | +5.4% |
| 3M | +1.4% | +10.5% | -9.1% | -2.0% |
| 6M | -3.5% | -17.8% | +14.3% | +1.6% |
| YTD | +52.0% | -24.9% | +76.9% | +65.3% |
| 1Y | +22.1% | -36.8% | +58.9% | +42.5% |
| 3Y | -22.8% | -8.7% | -14.0% | -29.5% |
| All | -22.8% | -9.2% | -13.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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