+46.9%
PM vs ALB
+4.7%
+42.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +1.7% |
| 7D | +4.3% | -2.1% | +6.3% | +4.2% |
| 30D | +11.5% | -9.0% | +20.5% | +11.2% |
| 3M | +13.0% | -21.1% | +34.2% | +12.4% |
| 6M | +25.9% | -49.9% | +75.8% | +25.4% |
| YTD | +34.0% | -32.3% | +66.3% | +30.7% |
| 1Y | +46.9% | +8.6% | +38.3% | +28.8% |
| All | +46.9% | +4.7% | +42.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling