-11.3%
PCG vs LYB
+24.5%
-35.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | -20.6% | +2.5% | -23.1% | -20.7% |
| 3M | -17.6% | +1.4% | -19.0% | -17.7% |
| 6M | -23.5% | -3.5% | -20.0% | -24.3% |
| YTD | -13.6% | +52.0% | -65.6% | -19.2% |
| 1Y | -11.3% | +22.1% | -33.4% | -11.4% |
| All | -11.3% | +24.5% | -35.9% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling