-40.0%
ALB vs PL
+46.3%
-86.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.1% | +13.4% | -12.3% | -2.2% |
| 30D | -2.6% | -10.2% | +7.6% | -1.1% |
| 3M | -25.6% | -39.5% | +13.9% | -18.0% |
| 6M | -54.0% | -65.7% | +11.7% | -44.0% |
| YTD | -31.6% | -27.3% | -4.3% | -31.9% |
| 1Y | -6.6% | +15.0% | -21.6% | -18.0% |
| 3Y | -14.0% | +560.8% | -574.8% | -59.2% |
| 5Y | -62.5% | +38.4% | -101.0% | -76.2% |
| All | -40.0% | +46.3% | -86.3% | -62.6% |
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