+556.1%
PBR vs ACI
-43.7%
+599.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | +0.3% | -5.0% | +5.4% | +0.9% |
| 30D | +17.5% | -2.3% | +19.8% | +17.7% |
| 3M | +20.9% | -23.2% | +44.1% | +24.2% |
| 6M | +20.2% | -29.5% | +49.7% | +24.8% |
| YTD | +84.3% | -28.6% | +112.9% | +90.5% |
| 1Y | +77.1% | -34.0% | +111.1% | +85.2% |
| 3Y | +100.8% | -45.0% | +145.8% | +116.0% |
| 5Y | +556.1% | -44.0% | +600.1% | +597.3% |
| All | +556.1% | -43.7% | +599.8% | +597.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling