+104.9%
PSX vs ALB
+59.9%
+45.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | +2.8% | -4.4% | +7.2% | +3.1% |
| 30D | +27.8% | -1.2% | +28.9% | +27.8% |
| 3M | +42.0% | -13.3% | +55.3% | +42.9% |
| 6M | +58.1% | -19.8% | +77.9% | +60.1% |
| YTD | +105.0% | -7.9% | +113.0% | +105.4% |
| 1Y | +104.9% | +60.2% | +44.8% | +98.7% |
| All | +104.9% | +59.9% | +45.1% | +98.7% |
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