+1,468.9%
PPL vs ALB
+2,194.2%
-725.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.2% |
| 7D | +1.0% | +5.5% | -4.4% | +0.2% |
| 30D | +6.8% | -7.5% | +14.3% | +8.0% |
| 3M | +3.9% | -16.9% | +20.8% | +6.4% |
| 6M | -2.0% | -49.2% | +47.2% | +8.1% |
| YTD | +5.3% | -29.9% | +35.1% | +8.6% |
| 1Y | +2.2% | +8.2% | -6.0% | -2.3% |
| 3Y | +56.7% | -19.4% | +76.2% | +47.8% |
| 5Y | +49.1% | -61.6% | +110.7% | +55.0% |
| 10Y | +63.6% | +34.6% | +29.0% | +22.9% |
| All | +1,468.9% | +2,194.2% | -725.4% | +664.0% |
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 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