+523.1%
PSX vs ALM
+3,798.4%
-3,275.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +3.0% |
| 7D | -8.0% | +0.7% | -8.8% | -8.0% |
| 30D | -9.0% | -26.1% | +17.0% | -9.0% |
| 3M | +24.7% | -38.1% | +62.9% | +24.8% |
| 6M | +49.3% | -55.4% | +104.8% | +49.5% |
| YTD | +100.2% | -0.4% | +100.6% | +100.0% |
| 1Y | +88.8% | +25.4% | +63.5% | +88.6% |
| 3Y | +152.5% | +907.8% | -755.3% | +151.0% |
| 5Y | +283.2% | +440.2% | -157.0% | +281.1% |
| 10Y | +345.8% | +2,031.1% | -1,685.3% | +342.7% |
| All | +523.1% | +3,798.4% | -3,275.3% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling