+545.8%
PBR vs ALB
+35.3%
+510.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | -9.1% | +1.1% | -10.2% | -9.5% |
| 30D | -29.9% | -2.6% | -27.3% | -29.7% |
| 3M | +2.3% | -25.6% | +27.9% | +10.1% |
| 6M | -10.9% | -54.0% | +43.1% | +8.8% |
| YTD | +56.9% | -31.6% | +88.5% | +68.2% |
| 1Y | +38.0% | -6.6% | +44.6% | +33.9% |
| 3Y | +64.8% | -14.0% | +78.8% | +45.8% |
| 5Y | +447.1% | -62.5% | +509.6% | +511.6% |
| 10Y | +545.8% | +36.3% | +509.5% | +218.8% |
| All | +545.8% | +35.3% | +510.5% | +218.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling