+209.7%
PH vs ALB
-64.0%
+273.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +4.3% | -5.8% | +10.1% | +5.6% |
| 30D | +0.1% | -4.5% | +4.7% | +0.9% |
| 3M | -9.4% | -28.1% | +18.7% | -3.6% |
| 6M | +8.8% | -53.2% | +61.9% | +25.9% |
| YTD | +9.6% | -33.3% | +42.9% | +15.1% |
| 1Y | +14.4% | -17.4% | +31.9% | +13.9% |
| 3Y | +134.5% | -14.1% | +148.7% | +110.3% |
| All | +209.7% | -64.0% | +273.6% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling