+35.6%
PFE vs ALB
+74.5%
-38.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.8% |
| 7D | +1.8% | -8.1% | +9.8% | +2.6% |
| 30D | +10.2% | +6.3% | +4.0% | +9.4% |
| 3M | +12.7% | -23.6% | +36.3% | +15.6% |
| 6M | +10.5% | -24.6% | +35.2% | +13.0% |
| YTD | +20.2% | -10.3% | +30.4% | +20.0% |
| 1Y | +24.1% | +61.5% | -37.4% | +15.2% |
| 3Y | -3.6% | -34.0% | +30.4% | -4.4% |
| 5Y | -20.9% | -44.6% | +23.7% | -22.5% |
| All | +35.6% | +74.5% | -38.9% | -0.1% |
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