+46.9%
PBR vs ALB
-15.8%
+62.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -1.0% | -5.8% | +4.7% | -0.4% |
| 30D | -29.3% | -4.5% | -24.8% | -28.9% |
| 3M | +5.5% | -28.1% | +33.6% | +10.2% |
| 6M | -2.9% | -53.2% | +50.3% | +8.1% |
| YTD | +61.5% | -33.3% | +94.8% | +79.3% |
| 1Y | +46.9% | -17.4% | +64.3% | +67.8% |
| All | +46.9% | -15.8% | +62.6% | +67.8% |
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