+796.9%
PBR vs ACI
+21.8%
+775.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +3.9% |
| 7D | +2.5% | -2.6% | +5.0% | +2.7% |
| 30D | +19.4% | +1.1% | +18.3% | +19.1% |
| 3M | +20.8% | -23.6% | +44.4% | +24.3% |
| 6M | +23.5% | -29.9% | +53.4% | +28.4% |
| YTD | +83.4% | -26.9% | +110.3% | +89.1% |
| 1Y | +77.6% | -34.2% | +111.8% | +85.8% |
| 3Y | +99.9% | -43.6% | +143.5% | +113.4% |
| 5Y | +567.7% | -42.4% | +610.1% | +597.2% |
| All | +796.9% | +21.8% | +775.1% | +733.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling