+252.9%
PEP vs LYB
+634.9%
-381.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +0.7% | +9.5% | -8.9% | -0.7% |
| 3M | -0.5% | +1.3% | -1.8% | -0.9% |
| 6M | -11.3% | -1.7% | -9.6% | -11.8% |
| YTD | -0.6% | +54.1% | -54.7% | -8.0% |
| 1Y | +1.7% | +25.7% | -24.0% | -3.2% |
| 3Y | -12.5% | -20.9% | +8.5% | -11.7% |
| 5Y | +3.9% | -1.5% | +5.4% | +0.1% |
| 10Y | +76.6% | +45.0% | +31.6% | +49.2% |
| All | +252.9% | +634.9% | -381.9% | +139.0% |
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