+1,820.4%
PFE vs ALB
+2,214.8%
-394.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.7% | +9.1% | -12.8% | -5.1% |
| 30D | +5.0% | -3.4% | +8.4% | +5.4% |
| 3M | +12.2% | -20.6% | +32.8% | +16.0% |
| 6M | +14.6% | -48.2% | +62.7% | +26.6% |
| YTD | +24.1% | -29.2% | +53.4% | +28.4% |
| 1Y | +26.6% | +10.0% | +16.6% | +21.0% |
| 3Y | +14.3% | -12.9% | +27.2% | +7.1% |
| 5Y | -21.9% | -61.3% | +39.4% | -19.3% |
| 10Y | +62.6% | +35.8% | +26.8% | +19.0% |
| All | +1,820.4% | +2,214.8% | -394.4% | +704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling