+797.8%
PH vs LYB
+48.3%
+749.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -11.0% | +2.5% | -13.4% | -12.4% |
| 3M | +5.5% | +1.4% | +4.1% | +3.4% |
| 6M | +1.5% | -3.5% | +5.0% | -2.3% |
| YTD | +8.8% | +52.0% | -43.2% | -21.0% |
| 1Y | +24.5% | +22.1% | +2.4% | +1.3% |
| 3Y | +141.2% | -22.8% | +163.9% | +152.0% |
| 5Y | +256.3% | -3.4% | +259.7% | +215.5% |
| All | +797.8% | +48.3% | +749.6% | +477.2% |
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