+87.9%
PSX vs ALB
-1.1%
+89.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -8.0% | +9.5% | -17.5% | -8.1% |
| 30D | -9.0% | -2.1% | -6.9% | -8.8% |
| 3M | +24.7% | -24.1% | +48.9% | +26.5% |
| 6M | +49.3% | -51.0% | +100.3% | +55.1% |
| YTD | +100.2% | -29.3% | +129.5% | +106.0% |
| All | +87.9% | -1.1% | +89.0% | +92.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling