+605.6%
PCAR vs LYB
+622.7%
-17.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -6.2% | +8.7% | -14.9% | -9.5% |
| 3M | +5.9% | -3.0% | +8.9% | +6.1% |
| 6M | +0.4% | +4.7% | -4.3% | -4.9% |
| YTD | +14.8% | +51.6% | -36.8% | -6.9% |
| 1Y | +30.1% | +24.4% | +5.8% | +13.3% |
| 3Y | +66.7% | -23.5% | +90.1% | +73.4% |
| 5Y | +166.1% | -6.5% | +172.6% | +150.6% |
| 10Y | +353.7% | +40.5% | +313.2% | +228.7% |
| All | +605.6% | +622.7% | -17.1% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling