+210.9%
PM vs LYB
+48.3%
+162.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +2.6% | +2.5% | +0.2% | +2.0% |
| 3M | +6.6% | +1.4% | +5.2% | +5.9% |
| 6M | +16.5% | -3.5% | +20.0% | +15.9% |
| YTD | +21.2% | +52.0% | -30.8% | +8.7% |
| 1Y | +17.9% | +22.1% | -4.1% | +10.5% |
| 3Y | +129.8% | -22.8% | +152.6% | +135.5% |
| 5Y | +133.0% | -3.4% | +136.4% | +121.1% |
| All | +210.9% | +48.3% | +162.7% | +153.1% |
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