+54.2%
PPL vs ALB
+75.7%
-21.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.5% |
| 7D | +2.7% | -8.1% | +10.7% | +3.7% |
| 30D | +0.5% | +6.3% | -5.8% | -0.4% |
| 3M | +0.7% | -23.6% | +24.2% | +3.5% |
| 6M | -7.6% | -24.6% | +17.0% | -5.4% |
| YTD | +1.8% | -10.3% | +12.1% | +1.3% |
| 1Y | -0.8% | +61.5% | -62.2% | -9.8% |
| 3Y | +56.9% | -34.0% | +90.8% | +58.0% |
| 5Y | +39.5% | -44.6% | +84.1% | +39.1% |
| All | +54.2% | +75.7% | -21.6% | -1.3% |
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