+232.4%
PM vs ALB
+33.3%
+199.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -5.2% | +9.1% | -14.3% | -5.9% |
| 30D | +2.7% | -3.4% | +6.1% | +2.9% |
| 3M | +6.1% | -20.6% | +26.7% | +7.8% |
| 6M | +18.0% | -48.2% | +66.2% | +23.9% |
| YTD | +26.6% | -29.2% | +55.8% | +28.2% |
| 1Y | +36.7% | +10.0% | +26.7% | +32.6% |
| 3Y | +146.0% | -12.9% | +158.9% | +136.1% |
| 5Y | +164.1% | -61.3% | +225.4% | +174.2% |
| All | +232.4% | +33.3% | +199.1% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling