+198.6%
PM vs ALB
+78.9%
+119.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.0% |
| 7D | -1.3% | -4.4% | +3.1% | -0.9% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | +5.8% | -13.3% | +19.1% | +6.8% |
| 6M | +10.6% | -19.8% | +30.3% | +11.7% |
| YTD | +17.2% | -7.9% | +25.1% | +16.4% |
| 1Y | +17.6% | +60.2% | -42.5% | +10.2% |
| 3Y | +124.3% | -26.4% | +150.7% | +123.3% |
| 5Y | +125.1% | -42.5% | +167.6% | +123.5% |
| 10Y | +198.6% | +83.0% | +115.6% | +102.8% |
| All | +198.6% | +78.9% | +119.7% | +102.8% |
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 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