-61.6%
ALB vs PL
+11.6%
-73.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.1% | +13.7% | +5.8% |
| 7D | +5.5% | -20.5% | +26.0% | +10.4% |
| 30D | -7.5% | -38.8% | +31.3% | +2.3% |
| 3M | -16.9% | -49.1% | +32.2% | -4.8% |
| 6M | -49.2% | -69.4% | +20.2% | -36.6% |
| YTD | -29.9% | -42.3% | +12.5% | -26.4% |
| 1Y | +8.2% | -14.2% | +22.4% | +1.5% |
| 3Y | -19.4% | +398.7% | -418.1% | -59.1% |
| 5Y | -61.6% | +11.1% | -72.8% | -74.9% |
| All | -61.6% | +11.6% | -73.2% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling