+36.8%
PPL vs LYB
-0.7%
+37.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -1.3% | +4.0% | -5.3% | -1.8% |
| 3M | -2.6% | +2.4% | -5.0% | -3.0% |
| 6M | -8.4% | -1.4% | -7.0% | -9.1% |
| YTD | +0.2% | +53.9% | -53.7% | -7.8% |
| 1Y | -0.2% | +26.1% | -26.3% | -5.2% |
| 3Y | +52.9% | -21.0% | +73.9% | +58.9% |
| 5Y | +36.8% | -0.7% | +37.6% | +33.9% |
| All | +36.8% | -0.7% | +37.5% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling