+80.2%
ALB vs PNR
+66.6%
+13.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.1% |
| 7D | -7.6% | -5.5% | -2.1% | -4.0% |
| 30D | -5.6% | -15.6% | +10.0% | +5.8% |
| 3M | -16.8% | -20.2% | +3.4% | -5.1% |
| 6M | -26.3% | -36.6% | +10.3% | -1.7% |
| YTD | -13.2% | -45.0% | +31.8% | +26.7% |
| 1Y | +68.8% | -47.4% | +116.2% | +154.5% |
| 3Y | -30.7% | -13.7% | -17.0% | -26.7% |
| 5Y | -46.3% | -20.8% | -25.5% | -40.7% |
| All | +80.2% | +66.6% | +13.6% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling