+254.4%
PFE vs LYB
+634.9%
-380.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +3.8% | +9.5% | -5.7% | +1.8% |
| 3M | +10.4% | +1.3% | +9.1% | +9.7% |
| 6M | +6.3% | -1.7% | +8.0% | +5.2% |
| YTD | +17.4% | +54.1% | -36.8% | +5.0% |
| 1Y | +21.1% | +25.7% | -4.5% | +12.8% |
| 3Y | -1.6% | -20.9% | +19.3% | -0.3% |
| 5Y | -22.2% | -1.5% | -20.6% | -25.8% |
| 10Y | +32.9% | +45.0% | -12.1% | +8.3% |
| All | +254.4% | +634.9% | -380.4% | +82.9% |
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 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