+239.1%
PSX vs ALC
+31.8%
+207.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -13.1% | +4.9% | -18.0% | -14.8% |
| 30D | -9.5% | +19.0% | -28.5% | -15.5% |
| 3M | +20.2% | +7.8% | +12.4% | +16.3% |
| 6M | +44.9% | +14.6% | +30.3% | +36.1% |
| YTD | +94.4% | -4.4% | +98.9% | +94.3% |
| 1Y | +83.1% | +1.4% | +81.7% | +78.1% |
| 3Y | +132.2% | +2.5% | +129.6% | +117.1% |
| 5Y | +278.8% | -10.9% | +289.7% | +271.0% |
| All | +239.1% | +31.8% | +207.2% | +136.7% |
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