+46.2%
PFE vs ALB
+34.3%
+11.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.9% |
| 7D | -0.7% | +5.3% | -6.0% | -1.3% |
| 30D | +5.3% | -6.3% | +11.6% | +5.9% |
| 3M | +10.1% | -27.4% | +37.5% | +13.6% |
| 6M | +18.0% | -53.1% | +71.1% | +27.1% |
| YTD | +25.8% | -32.3% | +58.1% | +29.2% |
| 1Y | +28.4% | -7.3% | +35.7% | +27.2% |
| 3Y | +20.9% | -14.9% | +35.8% | +16.0% |
| 5Y | -21.5% | -62.0% | +40.5% | -19.6% |
| 10Y | +46.2% | +33.0% | +13.2% | +12.1% |
| All | +46.2% | +34.3% | +11.9% | +12.1% |
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