+67.9%
PPL vs LYB
+38.1%
+29.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -0.4% | +6.1% | -6.5% | -1.7% |
| 30D | +2.6% | +5.3% | -2.7% | +1.3% |
| 3M | +0.8% | +4.3% | -3.5% | -0.6% |
| 6M | +1.4% | -10.8% | +12.2% | +3.3% |
| YTD | +4.3% | +53.8% | -49.4% | -8.9% |
| 1Y | +0.8% | +50.5% | -49.7% | -11.7% |
| 3Y | +57.9% | -16.4% | +74.3% | +58.2% |
| 5Y | +48.3% | -4.8% | +53.1% | +40.1% |
| All | +67.9% | +38.1% | +29.8% | +27.3% |
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 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