+668.5%
PBR vs ALB
+84.6%
+583.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.0% |
| 7D | +4.2% | -7.6% | +11.8% | +6.5% |
| 30D | +22.7% | -5.6% | +28.3% | +24.5% |
| 3M | +21.5% | -16.8% | +38.4% | +27.0% |
| 6M | +24.0% | -26.3% | +50.3% | +32.6% |
| YTD | +88.2% | -13.2% | +101.5% | +90.1% |
| 1Y | +74.8% | +68.8% | +6.0% | +41.6% |
| 3Y | +105.1% | -30.7% | +135.8% | +101.7% |
| 5Y | +572.2% | -46.3% | +618.5% | +562.2% |
| All | +668.5% | +84.6% | +583.9% | +226.1% |
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