+469.6%
PBR vs ALB
-62.6%
+532.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.3% |
| 7D | -13.3% | +5.3% | -18.5% | -14.1% |
| 30D | -27.7% | -6.3% | -21.5% | -27.1% |
| 3M | +2.7% | -27.4% | +30.1% | +7.7% |
| 6M | -6.7% | -53.1% | +46.3% | +4.6% |
| YTD | +60.9% | -32.3% | +93.3% | +68.8% |
| 1Y | +46.6% | -7.3% | +53.9% | +45.4% |
| 3Y | +69.1% | -14.9% | +84.0% | +59.9% |
| 5Y | +469.6% | -62.0% | +531.6% | +528.8% |
| All | +469.6% | -62.6% | +532.2% | +528.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling