+55.1%
PCG vs LYB
-1.6%
+56.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.1% | -4.2% |
| 7D | +6.5% | -3.1% | +9.5% | +7.0% |
| 30D | -16.7% | +4.0% | -20.8% | -17.6% |
| 3M | -14.2% | +2.4% | -16.6% | -15.0% |
| 6M | -21.5% | -1.4% | -20.0% | -22.7% |
| YTD | -11.2% | +53.9% | -65.1% | -22.4% |
| 1Y | -4.2% | +26.1% | -30.3% | -12.1% |
| 3Y | -14.9% | -21.0% | +6.2% | -11.3% |
| All | +55.1% | -1.6% | +56.7% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling