+505.5%
PCAR vs LYB
+633.0%
-127.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +4.9% | +6.1% | -1.2% | +2.6% |
| 30D | -1.4% | +5.3% | -6.8% | -3.7% |
| 3M | -18.1% | +4.3% | -22.5% | -20.0% |
| 6M | -4.0% | -10.8% | +6.8% | -1.3% |
| YTD | -1.5% | +53.8% | -55.2% | -21.0% |
| 1Y | +13.2% | +50.5% | -37.3% | -8.7% |
| 3Y | +35.8% | -16.4% | +52.2% | +35.7% |
| 5Y | +114.6% | -4.8% | +119.5% | +99.8% |
| 10Y | +289.6% | +38.2% | +251.4% | +183.1% |
| All | +505.5% | +633.0% | -127.5% | +68.0% |
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