+267.2%
ALAB vs PR
+51.2%
+216.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.4% |
| 7D | +26.9% | +6.7% | +20.2% | +22.8% |
| 30D | -30.0% | -6.1% | -23.9% | -27.5% |
| 3M | -28.5% | +6.9% | -35.4% | -32.1% |
| 6M | +11.4% | +14.6% | -3.2% | +0.3% |
| YTD | +36.9% | +66.1% | -29.2% | -4.9% |
| 1Y | +44.4% | +77.0% | -32.7% | -4.2% |
| All | +267.2% | +51.2% | +216.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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