+129.8%
PM vs LYB
-23.1%
+153.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | +2.6% | +2.5% | +0.2% | +2.5% |
| 3M | +6.6% | +1.4% | +5.2% | +6.5% |
| 6M | +16.5% | -3.5% | +20.0% | +16.4% |
| YTD | +21.2% | +52.0% | -30.8% | +18.5% |
| 1Y | +17.9% | +22.1% | -4.1% | +16.3% |
| 3Y | +129.8% | -22.8% | +152.6% | +134.4% |
| All | +129.8% | -23.1% | +153.0% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling