+265.5%
PSX vs ALC
+30.4%
+235.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.4% |
| 7D | +7.8% | -1.1% | +8.9% | +8.2% |
| 30D | -10.9% | +16.0% | -26.9% | -16.0% |
| 3M | +14.5% | +0.8% | +13.7% | +13.5% |
| 6M | +56.1% | +16.8% | +39.3% | +45.5% |
| YTD | +109.6% | -5.5% | +115.1% | +110.1% |
| 1Y | +95.5% | -5.3% | +100.8% | +95.6% |
| 3Y | +156.2% | +4.1% | +152.1% | +137.4% |
| 5Y | +310.0% | -7.1% | +317.0% | +289.5% |
| All | +265.5% | +30.4% | +235.1% | +156.1% |
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