+345.0%
PSX vs ALB
-44.4%
+389.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.9% |
| 7D | +4.5% | -8.1% | +12.6% | +5.9% |
| 30D | +26.6% | +6.3% | +20.3% | +25.2% |
| 3M | +39.3% | -23.6% | +62.8% | +44.7% |
| 6M | +56.8% | -24.6% | +81.4% | +62.2% |
| YTD | +101.8% | -10.3% | +112.1% | +100.9% |
| 1Y | +99.6% | +61.5% | +38.1% | +76.3% |
| 3Y | +140.3% | -34.0% | +174.3% | +135.5% |
| All | +345.0% | -44.4% | +389.3% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling