+146.7%
PM vs ALB
-12.2%
+159.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.1% |
| 7D | -7.1% | +1.1% | -8.1% | -7.1% |
| 30D | -2.8% | -2.6% | -0.2% | -2.8% |
| 3M | +6.3% | -25.6% | +31.9% | +6.3% |
| 6M | +9.6% | -54.0% | +63.7% | +10.0% |
| YTD | +25.6% | -31.6% | +57.2% | +25.3% |
| 1Y | +29.7% | -6.6% | +36.2% | +28.8% |
| All | +146.7% | -12.2% | +159.0% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling