+72.9%
PBR vs ALB
+4.7%
+68.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.3% | -12.3% | -7.6% |
| 7D | -11.0% | -2.1% | -8.9% | -10.7% |
| 30D | -18.8% | -9.0% | -9.8% | -17.8% |
| 3M | +7.8% | -21.1% | +29.0% | +11.2% |
| 6M | -7.6% | -49.9% | +42.3% | +2.0% |
| YTD | +72.7% | -32.3% | +104.9% | +88.2% |
| 1Y | +72.9% | +8.6% | +64.3% | +83.8% |
| All | +72.9% | +4.7% | +68.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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