+74.0%
ALB vs PPG
+26.9%
+47.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.8% |
| 7D | -6.6% | -6.2% | -0.4% | -2.1% |
| 30D | -8.1% | -7.9% | -0.2% | -2.4% |
| 3M | -25.7% | -10.2% | -15.5% | -20.6% |
| 6M | -29.5% | +2.7% | -32.1% | -32.4% |
| YTD | -16.2% | +4.9% | -21.1% | -22.0% |
| 1Y | +59.2% | -3.2% | +62.4% | +56.2% |
| 3Y | -33.7% | -17.0% | -16.7% | -25.1% |
| 5Y | -48.1% | -23.3% | -24.8% | -39.5% |
| All | +74.0% | +26.9% | +47.1% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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