+96.1%
PSX vs ALC
-11.3%
+107.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | +6.4% | -6.2% | +12.6% | +6.2% |
| 30D | -10.2% | +14.0% | -24.2% | -10.2% |
| 3M | +17.2% | -2.4% | +19.5% | +18.0% |
| 6M | +51.8% | +12.6% | +39.1% | +51.4% |
| YTD | +108.0% | -8.4% | +116.4% | +105.7% |
| 1Y | +96.1% | -9.1% | +105.3% | +94.1% |
| All | +96.1% | -11.3% | +107.4% | +94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling