+1,405.7%
PBR vs ALB
+1,096.5%
+309.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +2.1% |
| 7D | -3.7% | -3.6% | -0.1% | -2.2% |
| 30D | -29.0% | -2.9% | -26.2% | -28.6% |
| 3M | +4.9% | -25.8% | +30.7% | +18.2% |
| 6M | -8.4% | -53.6% | +45.2% | +25.9% |
| YTD | +59.4% | -32.4% | +91.7% | +77.6% |
| 1Y | +45.5% | -13.0% | +58.5% | +42.1% |
| 3Y | +67.4% | -15.0% | +82.4% | +32.5% |
| 5Y | +453.0% | -63.5% | +516.5% | +501.3% |
| 10Y | +555.9% | +34.7% | +521.2% | +159.8% |
| All | +1,405.7% | +1,096.5% | +309.2% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling