+96.1%
PSX vs ALM
+7.9%
+88.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.5% |
| 7D | +6.4% | -4.0% | +10.4% | +6.4% |
| 30D | -10.2% | -30.5% | +20.3% | -10.8% |
| 3M | +17.2% | -46.9% | +64.1% | +15.8% |
| 6M | +51.8% | -65.5% | +117.3% | +50.3% |
| YTD | +108.0% | -13.4% | +121.4% | +106.8% |
| 1Y | +96.1% | +9.8% | +86.3% | +101.7% |
| All | +96.1% | +7.9% | +88.2% | +101.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling