-21.0%
PFE vs LYB
-1.9%
-19.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.6% |
| YTD | +16.8% | +53.4% | -36.7% | +3.9% |
| 1Y | +20.4% | +25.6% | -5.2% | +11.7% |
| 3Y | -2.1% | -21.3% | +19.2% | -1.5% |
| 5Y | -21.0% | -2.4% | -18.5% | -22.4% |
| All | -21.0% | -1.9% | -19.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling