+722.5%
PLD vs LYB
+634.9%
+87.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | -1.2% | +9.5% | -10.7% | -4.2% |
| 3M | -2.3% | +1.3% | -3.6% | -3.4% |
| 6M | +4.5% | -1.7% | +6.3% | +2.3% |
| YTD | +10.1% | +54.1% | -44.0% | -8.2% |
| 1Y | +25.9% | +25.7% | +0.2% | +11.7% |
| 3Y | +24.4% | -20.9% | +45.4% | +27.3% |
| 5Y | +15.5% | -1.5% | +17.0% | +7.8% |
| 10Y | +240.3% | +45.0% | +195.3% | +141.9% |
| All | +722.5% | +634.9% | +87.7% | +100.8% |
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