+835.7%
PM vs ALB
+276.7%
+559.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -5.2% | +9.1% | -14.3% | -6.4% |
| 30D | +2.7% | -3.4% | +6.1% | +3.1% |
| 3M | +5.2% | -20.6% | +25.8% | +8.3% |
| 6M | +17.0% | -48.2% | +65.2% | +27.6% |
| YTD | +25.5% | -29.2% | +54.7% | +28.6% |
| 1Y | +35.5% | +10.0% | +25.5% | +29.1% |
| 3Y | +143.9% | -12.9% | +156.8% | +126.5% |
| 5Y | +161.8% | -61.3% | +223.1% | +171.4% |
| 10Y | +235.9% | +35.8% | +200.1% | +131.1% |
| All | +835.7% | +276.7% | +559.0% | +322.5% |
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