+668.5%
PBR vs ACM
+131.7%
+536.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +3.1% |
| 7D | +4.2% | -5.9% | +10.1% | +7.6% |
| 30D | +22.7% | -6.2% | +28.9% | +26.0% |
| 3M | +21.5% | -7.9% | +29.4% | +24.6% |
| 6M | +24.0% | -30.6% | +54.6% | +47.2% |
| YTD | +88.2% | -33.3% | +121.5% | +125.4% |
| 1Y | +74.8% | -49.2% | +124.0% | +143.7% |
| 3Y | +105.1% | -23.5% | +128.6% | +112.9% |
| 5Y | +572.2% | +0.9% | +571.3% | +455.8% |
| All | +668.5% | +131.7% | +536.8% | +318.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling