+277.8%
PSX vs ALM
+396.4%
-118.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | -13.1% | -6.7% | -6.5% | -13.0% |
| 30D | -9.5% | -32.9% | +23.4% | -9.0% |
| 3M | +20.2% | -39.5% | +59.7% | +20.9% |
| 6M | +44.9% | -62.0% | +106.9% | +47.0% |
| YTD | +94.4% | -7.8% | +102.2% | +91.7% |
| 1Y | +83.1% | +26.7% | +56.4% | +78.7% |
| 3Y | +132.2% | +825.4% | -693.2% | +105.2% |
| All | +277.8% | +396.4% | -118.6% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling