+345.8%
PSX vs ALB
+38.2%
+307.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -8.0% | +9.5% | -17.5% | -10.0% |
| 30D | -9.0% | -2.1% | -6.9% | -8.9% |
| 3M | +24.7% | -24.1% | +48.9% | +32.0% |
| 6M | +49.3% | -51.0% | +100.3% | +74.0% |
| YTD | +100.2% | -29.3% | +129.5% | +108.8% |
| 1Y | +88.8% | +3.2% | +85.7% | +77.7% |
| 3Y | +152.5% | -9.3% | +161.8% | +123.4% |
| 5Y | +283.2% | -61.6% | +344.8% | +312.8% |
| 10Y | +345.8% | +40.8% | +305.0% | +176.2% |
| All | +345.8% | +38.2% | +307.6% | +176.2% |
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 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