-21.5%
PFE vs ALB
-61.7%
+40.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | -3.7% | +9.1% | -12.8% | -4.3% |
| 30D | +5.0% | -3.4% | +8.4% | +5.2% |
| 3M | +12.2% | -20.6% | +32.8% | +13.8% |
| 6M | +14.6% | -48.2% | +62.7% | +19.6% |
| YTD | +24.1% | -29.2% | +53.4% | +26.0% |
| 1Y | +26.6% | +10.0% | +16.6% | +24.3% |
| 3Y | +14.3% | -12.9% | +27.2% | +10.3% |
| All | -21.5% | -61.7% | +40.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling