-21.3%
ALB vs PL
+84.9%
-106.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.2% | -4.2% |
| 7D | -8.1% | -9.3% | +1.2% | -6.1% |
| 30D | +6.3% | -18.9% | +25.2% | +11.0% |
| 3M | -23.6% | -58.4% | +34.8% | -9.4% |
| 6M | -24.6% | -30.3% | +5.7% | -22.5% |
| YTD | -10.3% | -8.1% | -2.2% | -14.2% |
| 1Y | +61.5% | +180.5% | -119.0% | +13.9% |
| 3Y | -34.0% | +444.1% | -478.1% | -66.3% |
| 5Y | -44.6% | +83.0% | -127.6% | -66.3% |
| All | -21.3% | +84.9% | -106.2% | -52.9% |
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