+156.2%
PSX vs ALB
-14.4%
+170.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.9% |
| 7D | +7.8% | -5.8% | +13.6% | +8.6% |
| 30D | -10.9% | -4.5% | -6.4% | -10.5% |
| 3M | +14.5% | -28.1% | +42.6% | +19.3% |
| 6M | +56.1% | -53.2% | +109.3% | +72.5% |
| YTD | +109.6% | -33.3% | +142.9% | +116.5% |
| 1Y | +95.5% | -17.4% | +112.9% | +94.2% |
| 3Y | +156.2% | -14.1% | +170.3% | +134.1% |
| All | +156.2% | -14.4% | +170.6% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling