+2,885.9%
ALB vs PNR
+1,662.8%
+1,223.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -8.1% | -2.4% | -5.7% | -7.0% |
| 30D | +6.3% | -12.8% | +19.0% | +13.6% |
| 3M | -23.6% | -17.0% | -6.6% | -17.3% |
| 6M | -24.6% | -37.4% | +12.8% | -6.4% |
| YTD | -10.3% | -41.6% | +31.3% | +14.6% |
| 1Y | +61.5% | -44.6% | +106.1% | +111.9% |
| 3Y | -34.0% | -12.1% | -21.8% | -30.4% |
| 5Y | -44.6% | -17.4% | -27.2% | -40.2% |
| 10Y | +76.1% | +64.0% | +12.1% | +36.8% |
| All | +2,885.9% | +1,662.8% | +1,223.1% | +1,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling