+213.6%
PPL vs LYB
+612.0%
-398.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.6% |
| 7D | -1.0% | -0.6% | -0.3% | -0.9% |
| 30D | +3.0% | +5.3% | -2.3% | +1.9% |
| 3M | +1.1% | -1.2% | +2.3% | +1.0% |
| 6M | -0.8% | -13.1% | +12.3% | +1.3% |
| YTD | +3.5% | +49.3% | -45.9% | -6.7% |
| 1Y | -0.9% | +51.8% | -52.7% | -11.1% |
| 3Y | +54.2% | -18.9% | +73.1% | +54.9% |
| 5Y | +46.3% | -6.9% | +53.2% | +40.7% |
| 10Y | +65.0% | +34.2% | +30.8% | +35.9% |
| All | +213.6% | +612.0% | -398.3% | +88.7% |
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