+99.9%
PBR vs ALB
-27.5%
+127.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.2% |
| 7D | +2.5% | -4.4% | +6.9% | +3.0% |
| 30D | +19.4% | -1.2% | +20.6% | +19.5% |
| 3M | +20.8% | -13.3% | +34.1% | +22.6% |
| 6M | +23.5% | -19.8% | +43.2% | +26.2% |
| YTD | +83.4% | -7.9% | +91.3% | +84.4% |
| 1Y | +77.6% | +60.2% | +17.4% | +66.0% |
| 3Y | +99.9% | -26.4% | +126.3% | +94.2% |
| All | +99.9% | -27.5% | +127.3% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling