+218.5%
PWR vs LYB
-23.1%
+241.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.1% | +5.3% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | -4.0% | +2.5% | -6.5% | -4.4% |
| 3M | -4.8% | +1.4% | -6.2% | -4.9% |
| 6M | +14.6% | -3.5% | +18.1% | +13.9% |
| YTD | +54.2% | +52.0% | +2.3% | +37.2% |
| 1Y | +67.1% | +22.1% | +45.1% | +57.7% |
| 3Y | +218.5% | -22.8% | +241.2% | +257.4% |
| All | +218.5% | -23.1% | +241.6% | +257.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling