+0.9%
ACM vs PSLV
+148.4%
-147.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -1.2% |
| 7D | -5.9% | -4.9% | -1.0% | -5.4% |
| 30D | -6.2% | -1.9% | -4.3% | -6.1% |
| 3M | -7.9% | +4.2% | -12.1% | -8.6% |
| 6M | -30.6% | -27.6% | -3.0% | -28.5% |
| YTD | -33.3% | -11.7% | -21.6% | -34.7% |
| 1Y | -49.2% | +49.3% | -98.5% | -55.1% |
| 3Y | -23.5% | +167.1% | -190.6% | -41.5% |
| 5Y | +0.9% | +151.7% | -150.7% | -24.5% |
| All | +0.9% | +148.4% | -147.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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