+47.7%
PPL vs ALB
-62.4%
+110.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.2% | +9.5% | -10.7% | -1.8% |
| 30D | +4.2% | -2.1% | +6.4% | +4.3% |
| 3M | +1.5% | -24.1% | +25.7% | +3.1% |
| 6M | +1.0% | -51.0% | +52.1% | +5.4% |
| YTD | +4.4% | -29.3% | +33.7% | +5.4% |
| 1Y | +0.8% | +3.2% | -2.4% | -1.3% |
| 3Y | +56.5% | -9.3% | +65.8% | +50.9% |
| 5Y | +47.7% | -61.6% | +109.3% | +52.4% |
| All | +47.7% | -62.4% | +110.0% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling