+252.0%
PSX vs ALC
+24.0%
+228.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +4.5% | -2.1% | +6.6% | +5.4% |
| 30D | +26.6% | -0.1% | +26.7% | +26.6% |
| 3M | +39.3% | +5.9% | +33.4% | +35.6% |
| 6M | +56.8% | -15.9% | +72.7% | +66.0% |
| YTD | +101.8% | -10.1% | +111.9% | +107.3% |
| 1Y | +99.6% | -10.2% | +109.8% | +104.2% |
| 3Y | +140.3% | -13.6% | +153.9% | +143.2% |
| 5Y | +339.3% | -15.1% | +354.5% | +337.4% |
| All | +252.0% | +24.0% | +228.0% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling