+36.3%
ALB vs PR
+72.8%
-36.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.7% |
| 7D | +1.1% | -0.5% | +1.5% | +1.1% |
| 30D | -2.6% | -4.6% | +2.0% | -2.2% |
| 3M | -25.6% | +4.7% | -30.3% | -26.3% |
| 6M | -54.0% | +12.4% | -66.5% | -55.0% |
| YTD | -31.6% | +62.9% | -94.4% | -36.5% |
| 1Y | -6.6% | +70.6% | -77.1% | -13.8% |
| 3Y | -14.0% | +90.0% | -104.0% | -21.9% |
| 5Y | -62.5% | +255.5% | -318.1% | -68.8% |
| 10Y | +36.3% | +78.7% | -42.4% | +30.1% |
| All | +36.3% | +72.8% | -36.5% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling