+72.9%
PBR vs ACI
-18.4%
+91.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -6.8% |
| 7D | -11.0% | +4.5% | -15.5% | -10.8% |
| 30D | -18.8% | +20.9% | -39.6% | -18.3% |
| 3M | +7.8% | +15.2% | -7.4% | +8.3% |
| 6M | -7.6% | -13.3% | +5.7% | -6.4% |
| YTD | +72.7% | -16.2% | +88.8% | +73.6% |
| 1Y | +72.9% | -16.9% | +89.8% | +75.2% |
| All | +72.9% | -18.4% | +91.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling