+386.6%
PSX vs ALB
+80.1%
+306.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.3% |
| 7D | +1.8% | -8.6% | +10.4% | +3.9% |
| 30D | +21.6% | -4.0% | +25.7% | +22.6% |
| 3M | +46.5% | -17.4% | +63.8% | +52.0% |
| 6M | +62.0% | -25.4% | +87.4% | +70.4% |
| YTD | +106.3% | -10.5% | +116.9% | +104.9% |
| 1Y | +103.0% | +75.8% | +27.1% | +66.5% |
| 3Y | +135.5% | -28.5% | +164.1% | +127.4% |
| 5Y | +368.5% | -45.1% | +413.6% | +357.3% |
| 10Y | +386.6% | +87.3% | +299.2% | +165.1% |
| All | +386.6% | +80.1% | +306.5% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling