+72.9%
PBR vs ACM
-46.6%
+119.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.9% | -9.9% | -7.0% |
| 7D | -11.0% | +9.5% | -20.5% | -11.1% |
| 30D | -18.8% | +14.7% | -33.5% | -19.0% |
| 3M | +7.8% | -9.5% | +17.3% | +8.4% |
| 6M | -7.6% | -18.0% | +10.5% | -5.8% |
| YTD | +72.7% | -27.3% | +99.9% | +78.8% |
| 1Y | +72.9% | -47.0% | +119.9% | +93.1% |
| All | +72.9% | -46.6% | +119.5% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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