+196.7%
PH vs ALB
-61.7%
+258.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +2.0% | +9.1% | -7.1% | +0.1% |
| 30D | -3.7% | -3.4% | -0.3% | -3.2% |
| 3M | -14.0% | -20.6% | +6.6% | -10.4% |
| 6M | +2.1% | -48.2% | +50.3% | +15.7% |
| YTD | +5.1% | -29.2% | +34.3% | +9.0% |
| 1Y | +10.9% | +10.0% | +0.9% | +3.3% |
| 3Y | +132.9% | -12.9% | +145.9% | +109.1% |
| All | +196.7% | -61.7% | +258.4% | +219.7% |
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