-53.8%
PCG vs LYB
+634.9%
-688.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +3.3% |
| 7D | +5.4% | -0.9% | +6.3% | +5.5% |
| 30D | -15.1% | +9.5% | -24.6% | -17.1% |
| 3M | -9.8% | +1.3% | -11.1% | -10.6% |
| 6M | -18.0% | -1.7% | -16.3% | -19.1% |
| YTD | -7.2% | +54.1% | -61.4% | -18.2% |
| 1Y | +2.9% | +25.7% | -22.8% | -5.2% |
| 3Y | -11.1% | -20.9% | +9.8% | -10.1% |
| 5Y | +61.8% | -1.5% | +63.3% | +53.6% |
| 10Y | -75.2% | +45.0% | -120.1% | -79.6% |
| All | -53.8% | +634.9% | -688.6% | -71.8% |
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 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