+46.8%
PYPL vs LYB
+19.1%
+27.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.9% | -0.7% | -5.2% | -5.8% |
| 30D | -9.4% | +1.5% | -11.0% | -10.0% |
| 3M | +31.3% | -0.3% | +31.6% | +30.7% |
| 6M | +19.1% | +0.1% | +19.0% | +16.0% |
| YTD | -7.9% | +53.4% | -61.3% | -23.3% |
| 1Y | -17.9% | +25.6% | -43.5% | -27.1% |
| 3Y | -11.6% | -21.3% | +9.7% | -9.4% |
| 5Y | -81.0% | -2.4% | -78.6% | -82.0% |
| 10Y | +41.8% | +48.8% | -7.0% | +4.4% |
| All | +46.8% | +19.1% | +27.8% | +13.2% |
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