+1,067.6%
PSX vs ALB
+97.3%
+970.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -13.1% | +9.1% | -22.2% | -15.1% |
| 30D | -9.5% | -3.4% | -6.1% | -9.1% |
| 3M | +20.2% | -20.6% | +40.8% | +26.2% |
| 6M | +44.9% | -48.2% | +93.1% | +67.9% |
| YTD | +94.4% | -29.2% | +123.6% | +103.3% |
| 1Y | +83.1% | +10.0% | +73.1% | +68.6% |
| 3Y | +132.2% | -12.9% | +145.1% | +106.9% |
| 5Y | +278.8% | -61.3% | +340.1% | +306.6% |
| 10Y | +354.2% | +35.8% | +318.3% | +171.6% |
| All | +1,067.6% | +97.3% | +970.3% | +467.4% |
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