+1,456.7%
PPL vs ALB
+2,114.9%
-658.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.8% |
| 7D | +1.8% | -2.1% | +3.8% | +2.1% |
| 30D | +8.4% | -9.0% | +17.4% | +9.9% |
| 3M | +2.4% | -21.1% | +23.5% | +5.8% |
| 6M | -4.0% | -49.9% | +46.0% | +6.2% |
| YTD | +4.5% | -32.3% | +36.7% | +8.4% |
| 1Y | +1.7% | +8.6% | -6.9% | -2.9% |
| 3Y | +55.5% | -22.2% | +77.7% | +47.4% |
| 5Y | +47.0% | -63.0% | +110.0% | +53.8% |
| 10Y | +62.4% | +29.9% | +32.4% | +22.6% |
| All | +1,456.7% | +2,114.9% | -658.3% | +662.3% |
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 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