+362.4%
PCAR vs LYB
+48.3%
+314.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | -6.4% | +2.5% | -8.8% | -7.3% |
| 3M | +4.7% | +1.4% | +3.3% | +3.4% |
| 6M | +4.5% | -3.5% | +8.0% | +2.5% |
| YTD | +13.0% | +52.0% | -39.0% | -7.8% |
| 1Y | +23.6% | +22.1% | +1.5% | +9.0% |
| 3Y | +60.7% | -22.8% | +83.5% | +66.4% |
| 5Y | +164.5% | -3.4% | +167.9% | +147.0% |
| All | +362.4% | +48.3% | +314.2% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling