+35.8%
PCAR vs LYB
-15.9%
+51.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.9% | +6.1% | -1.2% | +3.6% |
| 30D | -1.4% | +5.3% | -6.8% | -2.8% |
| 3M | -18.1% | +4.3% | -22.5% | -19.3% |
| 6M | -4.0% | -10.8% | +6.8% | -1.7% |
| YTD | -1.5% | +53.8% | -55.2% | -20.3% |
| 1Y | +13.2% | +50.5% | -37.3% | -8.1% |
| 3Y | +35.8% | -16.4% | +52.2% | +37.8% |
| All | +35.8% | -15.9% | +51.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling