+556.1%
PBR vs ALB
-43.9%
+600.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | +0.3% | -8.6% | +8.9% | +1.8% |
| 30D | +17.5% | -4.0% | +21.6% | +18.2% |
| 3M | +20.9% | -17.4% | +38.3% | +24.2% |
| 6M | +20.2% | -25.4% | +45.6% | +25.0% |
| YTD | +84.3% | -10.5% | +94.8% | +85.4% |
| 1Y | +77.1% | +75.8% | +1.3% | +57.4% |
| 3Y | +100.8% | -28.5% | +129.3% | +101.6% |
| 5Y | +556.1% | -45.1% | +601.2% | +562.2% |
| All | +556.1% | -43.9% | +600.0% | +562.2% |
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 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