+820.6%
PBR vs ACI
+17.4%
+803.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | +4.2% | -7.1% | +11.3% | +5.1% |
| 30D | +22.7% | -4.5% | +27.2% | +23.3% |
| 3M | +21.5% | -22.3% | +43.8% | +24.7% |
| 6M | +24.0% | -28.4% | +52.4% | +28.4% |
| YTD | +88.2% | -29.5% | +117.8% | +94.9% |
| 1Y | +74.8% | -34.2% | +109.1% | +82.7% |
| 3Y | +105.1% | -45.7% | +150.8% | +119.9% |
| 5Y | +572.2% | -40.8% | +613.0% | +599.0% |
| All | +820.6% | +17.4% | +803.2% | +759.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling