+56.8%
PSX vs ALM
-9.8%
+66.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.1% |
| 7D | +4.5% | -2.6% | +7.1% | +4.4% |
| 30D | +26.6% | +32.0% | -5.4% | +28.8% |
| 3M | +39.3% | -15.0% | +54.3% | +39.2% |
| 6M | +56.8% | -10.1% | +66.9% | +59.5% |
| All | +56.8% | -9.8% | +66.6% | +59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling