+1,705.2%
PH vs LYB
+633.9%
+1,071.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +1.5% |
| 30D | -10.3% | +4.0% | -14.3% | -12.4% |
| 3M | +5.1% | +2.4% | +2.7% | +2.4% |
| 6M | +2.3% | -1.4% | +3.7% | -2.2% |
| YTD | +8.7% | +53.9% | -45.3% | -19.3% |
| 1Y | +26.8% | +26.1% | +0.7% | +3.2% |
| 3Y | +139.2% | -21.0% | +160.2% | +145.1% |
| 5Y | +251.1% | -0.7% | +251.9% | +211.9% |
| 10Y | +812.6% | +49.3% | +763.3% | +514.7% |
| All | +1,705.2% | +633.9% | +1,071.3% | +390.3% |
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 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