+1,128.3%
PSX vs LYB
+233.3%
+895.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.9% |
| 30D | +15.8% | +1.5% | +14.3% | +14.6% |
| 3M | +43.0% | -0.3% | +43.3% | +42.5% |
| 6M | +61.1% | +0.1% | +61.0% | +57.9% |
| YTD | +104.5% | +53.4% | +51.1% | +54.7% |
| 1Y | +102.5% | +25.6% | +76.9% | +70.0% |
| 3Y | +133.5% | -21.3% | +154.8% | +153.6% |
| 5Y | +367.0% | -2.4% | +369.4% | +340.2% |
| 10Y | +382.3% | +48.8% | +333.6% | +235.8% |
| All | +1,128.3% | +233.3% | +895.1% | +458.4% |
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