+763.1%
PM vs ALB
+377.7%
+385.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.3% |
| 7D | -4.9% | -8.1% | +3.2% | -3.7% |
| 30D | -3.4% | +6.3% | -9.6% | -4.4% |
| 3M | +5.2% | -23.6% | +28.7% | +8.8% |
| 6M | +3.7% | -24.6% | +28.3% | +6.6% |
| YTD | +15.8% | -10.3% | +26.0% | +15.0% |
| 1Y | +17.4% | +61.5% | -44.1% | +5.0% |
| 3Y | +116.9% | -34.0% | +150.9% | +115.4% |
| 5Y | +117.3% | -44.6% | +161.9% | +111.8% |
| 10Y | +193.8% | +76.1% | +117.7% | +94.5% |
| All | +763.1% | +377.7% | +385.4% | +277.7% |
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