+2,122.2%
PG vs ALB
+2,835.3%
-713.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.2% |
| 7D | +1.9% | -8.1% | +9.9% | +2.8% |
| 30D | -0.2% | +6.3% | -6.5% | -1.0% |
| 3M | +4.8% | -23.6% | +28.4% | +7.6% |
| 6M | -6.1% | -24.6% | +18.5% | -4.0% |
| YTD | +4.5% | -10.3% | +14.7% | +4.1% |
| 1Y | -5.3% | +61.5% | -66.8% | -12.7% |
| 3Y | +2.6% | -34.0% | +36.5% | +1.6% |
| 5Y | +15.6% | -44.6% | +60.2% | +13.0% |
| 10Y | +118.0% | +76.1% | +41.9% | +66.5% |
| All | +2,122.2% | +2,835.3% | -713.1% | +984.9% |
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 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