+249.1%
PSX vs ALC
+32.2%
+217.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -8.0% | +2.1% | -10.1% | -8.8% |
| 30D | -9.0% | +17.2% | -26.2% | -14.5% |
| 3M | +24.7% | +4.6% | +20.1% | +22.1% |
| 6M | +49.3% | +20.1% | +29.2% | +37.7% |
| YTD | +100.2% | -4.2% | +104.4% | +99.8% |
| 1Y | +88.8% | +2.1% | +86.8% | +83.2% |
| 3Y | +152.5% | +4.5% | +148.0% | +134.1% |
| 5Y | +283.2% | -12.3% | +295.6% | +279.6% |
| All | +249.1% | +32.2% | +217.0% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling