+40.6%
ALB vs PTC
+313.0%
-272.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | -2.9% | +1.2% | -4.0% | -3.4% |
| 3M | -25.8% | +32.6% | -58.5% | -36.9% |
| 6M | -53.6% | +36.1% | -89.7% | -61.8% |
| YTD | -32.4% | +12.7% | -45.0% | -39.4% |
| 1Y | -13.0% | +10.2% | -23.2% | -21.3% |
| 3Y | -15.0% | +29.4% | -44.4% | -29.7% |
| 5Y | -63.5% | +61.1% | -124.6% | -73.2% |
| All | +40.6% | +313.0% | -272.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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