+1,417.5%
PPL vs ALB
+2,835.3%
-1,417.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.7% |
| 7D | +2.7% | -8.1% | +10.7% | +4.0% |
| 30D | +0.5% | +6.3% | -5.8% | -0.7% |
| 3M | +0.7% | -23.6% | +24.2% | +4.4% |
| 6M | -7.6% | -24.6% | +17.0% | -4.7% |
| YTD | +1.8% | -10.3% | +12.1% | +1.3% |
| 1Y | -0.8% | +61.5% | -62.2% | -11.6% |
| 3Y | +56.9% | -34.0% | +90.8% | +54.5% |
| 5Y | +39.5% | -44.6% | +84.1% | +36.2% |
| 10Y | +55.4% | +76.1% | -20.7% | +12.0% |
| All | +1,417.5% | +2,835.3% | -1,417.8% | +612.6% |
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