+65.0%
PPL vs ALB
+35.3%
+29.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -1.0% | +1.1% | -2.0% | -1.1% |
| 30D | +3.0% | -2.6% | +5.6% | +3.2% |
| 3M | +1.1% | -25.6% | +26.7% | +4.4% |
| 6M | -0.8% | -54.0% | +53.3% | +8.2% |
| YTD | +3.5% | -31.6% | +35.0% | +6.0% |
| 1Y | -0.9% | -6.6% | +5.6% | -2.8% |
| 3Y | +54.2% | -14.0% | +68.2% | +45.5% |
| 5Y | +46.3% | -62.5% | +108.8% | +54.9% |
| 10Y | +65.0% | +36.3% | +28.8% | +13.7% |
| All | +65.0% | +35.3% | +29.7% | +13.7% |
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 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