+386.6%
PSX vs ALM
+3,082.3%
-2,695.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +0.7% |
| 7D | +1.8% | +3.6% | -1.8% | +1.8% |
| 30D | +21.6% | +33.8% | -12.2% | +21.0% |
| 3M | +46.5% | +14.8% | +31.7% | +45.8% |
| 6M | +62.0% | -7.0% | +69.0% | +61.6% |
| YTD | +106.3% | +108.1% | -1.7% | +101.9% |
| 1Y | +103.0% | +313.8% | -210.8% | +95.1% |
| 3Y | +135.5% | +2,227.6% | -2,092.1% | +114.0% |
| 5Y | +368.5% | +956.6% | -588.1% | +330.9% |
| 10Y | +386.6% | +3,082.3% | -2,695.7% | +360.0% |
| All | +386.6% | +3,082.3% | -2,695.7% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling