+141.0%
PH vs ALB
-34.0%
+175.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.5% |
| 7D | -3.1% | -8.1% | +5.0% | -1.8% |
| 30D | -3.2% | +6.3% | -9.5% | -4.4% |
| 3M | +10.6% | -23.6% | +34.2% | +15.0% |
| 6M | -2.1% | -24.6% | +22.5% | +1.0% |
| YTD | +10.2% | -10.3% | +20.5% | +9.3% |
| 1Y | +28.2% | +61.5% | -33.2% | +11.8% |
| All | +141.0% | -34.0% | +175.0% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling