+75.3%
PEP vs LYB
+48.3%
+27.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -1.0% | +0.3% | -1.2% | -1.0% |
| 30D | -0.7% | +2.5% | -3.1% | -1.1% |
| 3M | -4.1% | +1.4% | -5.5% | -4.6% |
| 6M | -13.1% | -3.5% | -9.6% | -13.4% |
| YTD | -2.1% | +52.0% | -54.1% | -10.2% |
| 1Y | -1.7% | +22.1% | -23.7% | -6.6% |
| 3Y | -15.1% | -22.8% | +7.7% | -13.8% |
| 5Y | +3.1% | -3.4% | +6.5% | -1.1% |
| All | +75.3% | +48.3% | +27.0% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling