-61.6%
ALB vs PL
+37.0%
-98.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.5% | -14.6% | -3.2% |
| 7D | +9.5% | +10.9% | -1.4% | +6.3% |
| 30D | -2.1% | -16.4% | +14.2% | +0.9% |
| 3M | -24.1% | -39.9% | +15.8% | -16.4% |
| 6M | -51.0% | -63.2% | +12.2% | -41.2% |
| YTD | -29.3% | -27.1% | -2.2% | -29.7% |
| 1Y | +3.2% | +12.2% | -9.0% | -9.0% |
| 3Y | -9.3% | +584.3% | -593.6% | -57.4% |
| 5Y | -61.6% | +37.0% | -98.6% | -76.0% |
| All | -61.6% | +37.0% | -98.6% | -76.0% |
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