-43.9%
ALB vs PR
+433.6%
-477.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -8.1% | +2.9% | -11.0% | -8.9% |
| 30D | +6.3% | +18.0% | -11.8% | +0.7% |
| 3M | -23.6% | +16.9% | -40.4% | -27.7% |
| 6M | -24.6% | +28.2% | -52.8% | -31.3% |
| YTD | -10.3% | +69.3% | -79.6% | -25.6% |
| 1Y | +61.5% | +69.5% | -8.0% | +33.0% |
| 3Y | -34.0% | +81.7% | -115.7% | -47.8% |
| All | -43.9% | +433.6% | -477.5% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling