+462.6%
PWR vs ALB
-42.2%
+504.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.7% |
| 7D | +4.5% | -4.4% | +8.9% | +5.6% |
| 30D | -4.9% | -1.2% | -3.7% | -4.9% |
| 3M | -7.9% | -13.3% | +5.4% | -5.1% |
| 6M | +18.3% | -19.8% | +38.1% | +23.0% |
| YTD | +51.5% | -7.9% | +59.4% | +51.0% |
| 1Y | +70.3% | +60.2% | +10.2% | +46.3% |
| 3Y | +210.6% | -26.4% | +237.0% | +210.3% |
| All | +462.6% | -42.2% | +504.8% | +475.2% |
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