+700.5%
PM vs LYB
+634.9%
+65.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -2.6% | +9.5% | -12.1% | -4.4% |
| 3M | +5.8% | +1.3% | +4.5% | +5.2% |
| 6M | +10.6% | -1.7% | +12.3% | +9.7% |
| YTD | +17.2% | +54.1% | -37.0% | +5.6% |
| 1Y | +17.6% | +25.7% | -8.0% | +10.0% |
| 3Y | +124.3% | -20.9% | +145.2% | +127.1% |
| 5Y | +125.1% | -1.5% | +126.6% | +113.8% |
| 10Y | +198.6% | +45.0% | +153.6% | +142.3% |
| All | +700.5% | +634.9% | +65.6% | +340.6% |
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