+1,759.0%
PFE vs ALB
+2,835.3%
-1,076.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.5% |
| 7D | +1.8% | -8.1% | +9.8% | +3.1% |
| 30D | +10.2% | +6.3% | +4.0% | +9.0% |
| 3M | +12.7% | -23.6% | +36.3% | +17.2% |
| 6M | +10.5% | -24.6% | +35.2% | +14.3% |
| YTD | +20.2% | -10.3% | +30.4% | +19.9% |
| 1Y | +24.1% | +61.5% | -37.4% | +10.6% |
| 3Y | -3.6% | -34.0% | +30.4% | -4.6% |
| 5Y | -20.9% | -44.6% | +23.7% | -23.2% |
| 10Y | +35.8% | +76.1% | -40.3% | -4.7% |
| All | +1,759.0% | +2,835.3% | -1,076.3% | +651.3% |
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