+74.0%
ALB vs PTC
+223.7%
-149.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -1.5% |
| 7D | -8.1% | -10.3% | +2.2% | -3.2% |
| 30D | +6.3% | +1.1% | +5.1% | +5.4% |
| 3M | -23.6% | +1.6% | -25.2% | -25.7% |
| 6M | -24.6% | -13.5% | -11.1% | -21.1% |
| YTD | -10.3% | -19.1% | +8.8% | -3.5% |
| 1Y | +61.5% | -33.9% | +95.3% | +94.0% |
| 3Y | -34.0% | -3.9% | -30.1% | -35.4% |
| 5Y | -44.6% | +6.0% | -50.6% | -49.3% |
| All | +74.0% | +223.7% | -149.7% | -7.9% |
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