-1.2%
PFE vs LYB
-22.4%
+21.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | +3.9% | +1.5% | +2.3% | +3.5% |
| 3M | +9.9% | -0.3% | +10.2% | +9.7% |
| 6M | +5.3% | +0.1% | +5.2% | +3.4% |
| YTD | +16.8% | +53.4% | -36.7% | +2.8% |
| 1Y | +20.4% | +25.6% | -5.2% | +11.2% |
| All | -1.2% | -22.4% | +21.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling