+61.5%
ALB vs PR
+76.5%
-15.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.3% |
| 7D | -8.1% | +2.9% | -11.0% | -8.2% |
| 30D | +6.3% | +18.0% | -11.8% | +5.1% |
| 3M | -23.6% | +16.9% | -40.4% | -24.2% |
| 6M | -24.6% | +28.2% | -52.8% | -26.3% |
| YTD | -10.3% | +69.3% | -79.6% | -13.6% |
| 1Y | +61.5% | +69.5% | -8.0% | +48.0% |
| All | +61.5% | +76.5% | -15.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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