+826.4%
PM vs ALB
+260.3%
+566.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | -6.6% | +5.3% | -11.9% | -7.4% |
| 30D | -3.4% | -6.3% | +2.8% | -2.7% |
| 3M | +5.3% | -27.4% | +32.7% | +9.8% |
| 6M | +15.5% | -53.1% | +68.6% | +27.8% |
| YTD | +24.3% | -32.3% | +56.6% | +28.1% |
| 1Y | +29.7% | -7.3% | +37.0% | +26.9% |
| 3Y | +144.9% | -14.9% | +159.8% | +127.9% |
| 5Y | +159.0% | -62.0% | +221.1% | +168.7% |
| 10Y | +250.9% | +33.0% | +217.9% | +141.4% |
| All | +826.4% | +260.3% | +566.1% | +320.9% |
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