+137.1%
PSX vs ALC
-13.4%
+150.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.5% | -2.1% | +6.6% | +5.0% |
| 30D | +26.6% | -0.1% | +26.7% | +26.6% |
| 3M | +39.3% | +5.9% | +33.4% | +37.5% |
| 6M | +56.8% | -15.9% | +72.7% | +62.2% |
| YTD | +101.8% | -10.1% | +111.9% | +104.9% |
| 1Y | +99.6% | -10.2% | +109.8% | +102.3% |
| All | +137.1% | -13.4% | +150.5% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling