+17.0%
PG vs ALB
+4.7%
+12.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +3.3% |
| 7D | +5.7% | -2.1% | +7.8% | +5.7% |
| 30D | +15.4% | -9.0% | +24.4% | +15.3% |
| 3M | +13.8% | -21.1% | +34.9% | +13.6% |
| 6M | +18.3% | -49.9% | +68.2% | +17.3% |
| YTD | +20.1% | -32.3% | +52.4% | +19.5% |
| 1Y | +17.0% | +8.6% | +8.4% | +17.4% |
| All | +17.0% | +4.7% | +12.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling