+60.2%
PPL vs ALB
+33.3%
+26.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.4% | +9.1% | -8.6% | -0.6% |
| 30D | +5.4% | -3.4% | +8.9% | +5.8% |
| 3M | +4.3% | -20.6% | +24.9% | +6.8% |
| 6M | -1.3% | -48.2% | +46.8% | +6.0% |
| YTD | +4.7% | -29.2% | +33.9% | +6.9% |
| 1Y | +1.3% | +10.0% | -8.7% | -2.8% |
| 3Y | +57.2% | -12.9% | +70.1% | +48.4% |
| 5Y | +48.2% | -61.3% | +109.5% | +56.3% |
| All | +60.2% | +33.3% | +26.9% | +10.0% |
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