+61.5%
ALB vs PNR
-43.1%
+104.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.5% |
| 7D | -8.1% | -2.4% | -5.7% | -7.4% |
| 30D | +6.3% | -12.8% | +19.0% | +10.6% |
| 3M | -23.6% | -17.0% | -6.6% | -19.5% |
| 6M | -24.6% | -37.4% | +12.8% | -10.3% |
| YTD | -10.3% | -41.6% | +31.3% | +7.8% |
| 1Y | +61.5% | -44.6% | +106.1% | +103.9% |
| All | +61.5% | -43.1% | +104.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling