+156.2%
PSX vs ALM
+909.2%
-753.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -7.0% | +0.7% |
| 7D | +7.8% | +1.2% | +6.6% | +7.8% |
| 30D | -10.9% | -19.3% | +8.4% | -10.8% |
| 3M | +14.5% | -40.6% | +55.1% | +14.7% |
| 6M | +56.1% | -57.9% | +114.0% | +56.9% |
| YTD | +109.6% | -6.7% | +116.3% | +106.9% |
| 1Y | +95.5% | +20.2% | +75.3% | +92.1% |
| 3Y | +156.2% | +879.4% | -723.3% | +138.5% |
| All | +156.2% | +909.2% | -753.0% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling