+74.8%
PBR vs ACI
-34.6%
+109.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.1% |
| 7D | +4.2% | -7.1% | +11.3% | +4.2% |
| 30D | +22.7% | -4.5% | +27.2% | +22.6% |
| 3M | +21.5% | -22.3% | +43.8% | +22.0% |
| 6M | +24.0% | -28.4% | +52.4% | +24.9% |
| YTD | +88.2% | -29.5% | +117.8% | +88.9% |
| 1Y | +74.8% | -34.2% | +109.1% | +76.5% |
| All | +74.8% | -34.6% | +109.4% | +76.5% |
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 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