+73.2%
ALB vs PR
+147.8%
-74.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.4% | +4.2% |
| 7D | +5.5% | -16.5% | +22.0% | +7.8% |
| 30D | -7.5% | -4.5% | -3.0% | -7.2% |
| 3M | -16.9% | +8.5% | -25.5% | -18.1% |
| 6M | -49.2% | -3.3% | -45.9% | -49.3% |
| YTD | -29.9% | +55.7% | -85.6% | -34.4% |
| 1Y | +8.2% | +82.0% | -73.8% | -1.0% |
| 3Y | -19.4% | +62.5% | -81.9% | -25.4% |
| 5Y | -61.6% | +223.9% | -285.5% | -67.6% |
| 10Y | +34.6% | +64.2% | -29.6% | +27.5% |
| All | +73.2% | +147.8% | -74.6% | +67.0% |
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 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