+1,112.1%
PSX vs ALB
+150.2%
+961.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.3% |
| 7D | +4.5% | -8.1% | +12.6% | +6.7% |
| 30D | +26.6% | +6.3% | +20.3% | +24.4% |
| 3M | +39.3% | -23.6% | +62.8% | +47.7% |
| 6M | +56.8% | -24.6% | +81.4% | +64.9% |
| YTD | +101.8% | -10.3% | +112.1% | +100.2% |
| 1Y | +99.6% | +61.5% | +38.1% | +65.4% |
| 3Y | +140.3% | -34.0% | +174.3% | +136.9% |
| 5Y | +339.3% | -44.6% | +383.9% | +326.1% |
| 10Y | +369.9% | +76.1% | +293.8% | +164.2% |
| All | +1,112.1% | +150.2% | +961.9% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling