+642.3%
LYB vs PTC
+594.8%
+47.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.3% |
| 7D | -3.1% | -13.6% | +10.5% | +2.8% |
| 30D | +4.0% | -14.7% | +18.7% | +10.7% |
| 3M | +2.4% | -5.9% | +8.3% | +3.3% |
| 6M | -1.4% | -21.1% | +19.7% | +6.4% |
| YTD | +53.9% | -26.0% | +80.0% | +69.9% |
| 1Y | +26.1% | -36.8% | +62.9% | +49.2% |
| 3Y | -21.0% | -10.3% | -10.8% | -22.2% |
| 5Y | -0.7% | +1.2% | -1.9% | -10.9% |
| 10Y | +49.3% | +198.3% | -149.0% | -31.2% |
| All | +642.3% | +594.8% | +47.5% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling