-3.2%
ALB vs PTC
+10.5%
-13.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +9.5% | +0.8% | +8.6% | +9.5% |
| 30D | -2.1% | +0.7% | -2.9% | -2.1% |
| 3M | -24.1% | +32.6% | -56.7% | -23.3% |
| 6M | -51.0% | +33.6% | -84.6% | -49.5% |
| YTD | -29.3% | +12.4% | -41.8% | -26.2% |
| All | -3.2% | +10.5% | -13.7% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling