+345.0%
PSX vs ALC
-16.0%
+360.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +37.3% |
| 6M | +56.8% | -15.9% | +72.7% | +62.1% |
| YTD | +101.8% | -10.1% | +111.9% | +105.0% |
| 1Y | +99.6% | -10.2% | +109.8% | +102.4% |
| 3Y | +140.3% | -13.6% | +153.9% | +144.3% |
| All | +345.0% | -16.0% | +360.9% | +325.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling