+49.6%
PFE vs ALB
+38.2%
+11.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +9.5% | -14.1% | -5.6% |
| 30D | +3.4% | -2.1% | +5.5% | +3.5% |
| 3M | +9.2% | -24.1% | +33.4% | +12.1% |
| 6M | +15.8% | -51.0% | +66.8% | +24.2% |
| YTD | +23.4% | -29.3% | +52.8% | +26.2% |
| 1Y | +25.8% | +3.2% | +22.7% | +23.1% |
| 3Y | +17.8% | -9.3% | +27.2% | +12.3% |
| 5Y | -20.2% | -61.6% | +41.4% | -18.2% |
| 10Y | +49.6% | +40.8% | +8.8% | +12.0% |
| All | +49.6% | +38.2% | +11.4% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling