+208.7%
PPL vs LYB
+622.7%
-414.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +0.5% | +8.7% | -8.3% | -1.3% |
| 3M | +0.7% | -3.0% | +3.7% | +0.9% |
| 6M | -7.6% | +4.7% | -12.3% | -9.7% |
| YTD | +1.8% | +51.6% | -49.8% | -8.2% |
| 1Y | -0.8% | +24.4% | -25.1% | -7.2% |
| 3Y | +56.9% | -23.5% | +80.3% | +59.9% |
| 5Y | +39.5% | -6.5% | +46.0% | +34.2% |
| 10Y | +55.4% | +40.5% | +14.9% | +27.3% |
| All | +208.7% | +622.7% | -414.0% | +85.7% |
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