+14,936.0%
PH vs ALB
+2,835.3%
+12,100.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.4% |
| 7D | -3.1% | -8.1% | +5.0% | -0.3% |
| 30D | -3.2% | +6.3% | -9.5% | -5.7% |
| 3M | +10.6% | -23.6% | +34.2% | +20.1% |
| 6M | -2.1% | -24.6% | +22.5% | +4.7% |
| YTD | +10.2% | -10.3% | +20.5% | +9.0% |
| 1Y | +28.2% | +61.5% | -33.2% | -0.6% |
| 3Y | +134.9% | -34.0% | +168.9% | +127.2% |
| 5Y | +253.6% | -44.6% | +298.2% | +239.8% |
| 10Y | +804.7% | +76.1% | +728.6% | +391.1% |
| All | +14,936.0% | +2,835.3% | +12,100.8% | +3,408.6% |
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