+257.6%
PSX vs ALC
+21.6%
+236.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.5% | +2.3% |
| 7D | +2.8% | -3.7% | +6.5% | +4.2% |
| 30D | +27.8% | -3.7% | +31.5% | +29.5% |
| 3M | +42.0% | +4.6% | +37.5% | +39.0% |
| 6M | +58.1% | -14.6% | +72.7% | +66.2% |
| YTD | +105.0% | -11.9% | +116.9% | +112.1% |
| 1Y | +104.9% | -13.1% | +118.1% | +112.4% |
| 3Y | +134.1% | -15.0% | +149.1% | +138.2% |
| 5Y | +363.8% | -16.2% | +380.0% | +362.8% |
| All | +257.6% | +21.6% | +236.0% | +158.5% |
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