+358.2%
PSX vs ALB
+34.2%
+324.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +6.4% | -3.6% | +10.0% | +7.3% |
| 30D | -10.2% | -2.9% | -7.3% | -9.9% |
| 3M | +17.2% | -25.8% | +43.0% | +24.7% |
| 6M | +51.8% | -53.6% | +105.3% | +79.0% |
| YTD | +108.0% | -32.4% | +140.4% | +119.2% |
| 1Y | +96.1% | -13.0% | +109.2% | +92.8% |
| 3Y | +155.9% | -15.0% | +170.9% | +130.0% |
| 5Y | +306.9% | -63.5% | +370.4% | +343.9% |
| All | +358.2% | +34.2% | +324.0% | +180.5% |
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