+20.9%
PFE vs ALB
-13.3%
+34.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.8% |
| 7D | -0.7% | +5.3% | -6.0% | -1.2% |
| 30D | +5.3% | -6.3% | +11.6% | +5.8% |
| 3M | +10.1% | -27.4% | +37.5% | +12.9% |
| 6M | +18.0% | -53.1% | +71.1% | +25.6% |
| YTD | +25.8% | -32.3% | +58.1% | +28.5% |
| 1Y | +28.4% | -7.3% | +35.7% | +27.0% |
| 3Y | +20.9% | -14.9% | +35.8% | +15.9% |
| All | +20.9% | -13.3% | +34.2% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling