+87.9%
PSX vs ALC
+2.0%
+85.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | -8.0% | +2.1% | -10.1% | -7.8% |
| 30D | -9.0% | +17.2% | -26.2% | -8.8% |
| 3M | +24.7% | +4.6% | +20.1% | +25.7% |
| 6M | +49.3% | +20.1% | +29.2% | +49.1% |
| YTD | +100.2% | -4.2% | +104.4% | +99.0% |
| All | +87.9% | +2.0% | +85.9% | +85.8% |
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