+40.1%
PYPL vs LYB
+48.3%
-8.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.3% | +0.3% | -2.5% | -2.4% |
| 30D | -9.0% | +2.5% | -11.5% | -9.9% |
| 3M | +30.6% | +1.4% | +29.2% | +29.3% |
| 6M | +18.6% | -3.5% | +22.1% | +16.9% |
| YTD | -7.2% | +52.0% | -59.2% | -22.4% |
| 1Y | -19.3% | +22.1% | -41.3% | -27.5% |
| 3Y | -12.3% | -22.8% | +10.5% | -9.6% |
| 5Y | -80.9% | -3.4% | -77.5% | -81.8% |
| All | +40.1% | +48.3% | -8.1% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling