+32.8%
PFE vs LYB
+48.3%
-15.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | +5.4% | +2.5% | +2.9% | +4.8% |
| 3M | +7.8% | +1.4% | +6.4% | +7.2% |
| 6M | +5.0% | -3.5% | +8.5% | +4.3% |
| YTD | +17.1% | +52.0% | -34.9% | +4.9% |
| 1Y | +19.3% | +22.1% | -2.7% | +11.7% |
| 3Y | -0.9% | -22.8% | +21.8% | +0.7% |
| 5Y | -20.8% | -3.4% | -17.4% | -24.2% |
| All | +32.8% | +48.3% | -15.4% | +5.3% |
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