+363.8%
PSX vs ALM
+1,033.0%
-669.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +1.4% |
| 7D | +2.8% | +8.4% | -5.6% | +2.7% |
| 30D | +27.8% | +34.8% | -7.1% | +27.0% |
| 3M | +42.0% | +16.2% | +25.8% | +41.5% |
| 6M | +58.1% | +2.1% | +56.0% | +57.4% |
| YTD | +105.0% | +117.0% | -12.0% | +99.7% |
| 1Y | +104.9% | +313.9% | -208.9% | +95.4% |
| 3Y | +134.1% | +2,327.9% | -2,193.9% | +103.5% |
| 5Y | +363.8% | +1,040.6% | -676.8% | +323.7% |
| All | +363.8% | +1,033.0% | -669.2% | +323.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling