-37.9%
ALB vs PL
+28.1%
-66.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -1.3% |
| 7D | +9.1% | -6.8% | +15.9% | +10.2% |
| 30D | -3.4% | -29.3% | +25.9% | +3.5% |
| 3M | -20.6% | -44.8% | +24.2% | -10.7% |
| 6M | -48.2% | -68.4% | +20.2% | -35.8% |
| YTD | -29.2% | -36.4% | +7.1% | -27.4% |
| 1Y | +10.0% | +0.7% | +9.3% | -0.5% |
| 3Y | -12.9% | +455.3% | -468.2% | -56.8% |
| 5Y | -61.3% | +22.7% | -84.0% | -74.7% |
| All | -37.9% | +28.1% | -66.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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