+2,119.0%
ALB vs PNR
+1,909.5%
+209.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -5.8% | +0.3% | -6.0% | -5.9% |
| 30D | -4.5% | +31.7% | -36.2% | -17.4% |
| 3M | -28.1% | +2.6% | -30.7% | -29.6% |
| 6M | -53.2% | -6.4% | -46.8% | -52.7% |
| YTD | -33.3% | -33.4% | +0.1% | -20.9% |
| 1Y | -17.4% | -35.1% | +17.6% | -0.9% |
| 3Y | -14.1% | +17.1% | -31.2% | -22.1% |
| 5Y | -64.0% | -3.5% | -60.5% | -64.4% |
| 10Y | +32.8% | +100.2% | -67.3% | -6.8% |
| All | +2,119.0% | +1,909.5% | +209.5% | +686.3% |
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