-41.5%
ALB vs PL
+40.9%
-82.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -5.8% | +10.0% | -15.8% | -7.9% |
| 30D | -4.5% | -2.3% | -2.3% | -4.8% |
| 3M | -28.1% | -44.2% | +16.1% | -19.4% |
| 6M | -53.2% | -66.1% | +12.9% | -42.8% |
| YTD | -33.3% | -30.0% | -3.3% | -33.1% |
| 1Y | -17.4% | +21.0% | -38.5% | -28.4% |
| 3Y | -14.1% | +516.5% | -530.7% | -58.5% |
| 5Y | -64.0% | +32.0% | -96.1% | -76.9% |
| All | -41.5% | +40.9% | -82.4% | -63.3% |
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