+31.4%
ALB vs PTC
+334.9%
-303.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.1% | -0.2% | +9.3% | +9.2% |
| 30D | -3.4% | +0.8% | -4.2% | -3.7% |
| 3M | -20.6% | +32.1% | -52.7% | -32.3% |
| 6M | -48.2% | +42.6% | -90.8% | -58.4% |
| YTD | -29.2% | +12.0% | -41.2% | -36.4% |
| 1Y | +10.0% | +12.2% | -2.2% | -1.3% |
| 3Y | -12.9% | +31.2% | -44.1% | -28.4% |
| 5Y | -61.3% | +54.9% | -116.2% | -71.0% |
| All | +31.4% | +334.9% | -303.5% | -34.4% |
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