+66.4%
PBR vs ACI
-31.5%
+97.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.0% | +2.3% | -3.3% | -1.1% |
| 30D | -29.3% | +1.2% | -30.5% | -29.3% |
| 3M | +5.5% | +6.8% | -1.3% | +5.3% |
| 6M | -2.9% | -18.7% | +15.8% | -1.5% |
| YTD | +61.5% | -20.2% | +81.7% | +63.7% |
| 1Y | +46.9% | -23.7% | +70.6% | +49.7% |
| 3Y | +66.4% | -31.6% | +98.1% | +74.3% |
| All | +66.4% | -31.5% | +97.9% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling