+67.2%
ALB vs PR
+160.5%
-93.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.5% | +11.8% | +6.2% |
| 7D | -2.1% | -12.1% | +10.1% | -0.5% |
| 30D | -9.0% | +0.9% | -9.9% | -9.3% |
| 3M | -21.1% | +10.1% | -31.3% | -22.4% |
| 6M | -49.9% | +1.1% | -51.0% | -50.3% |
| YTD | -32.3% | +63.7% | -95.9% | -37.1% |
| 1Y | +8.6% | +87.0% | -78.4% | -1.0% |
| 3Y | -22.2% | +70.7% | -93.0% | -28.4% |
| 5Y | -63.0% | +246.8% | -309.8% | -69.0% |
| 10Y | +29.9% | +72.6% | -42.7% | +22.4% |
| All | +67.2% | +160.5% | -93.2% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling