+566.9%
PBR vs ACM
+131.3%
+435.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.7% | +5.1% | -8.8% | -6.4% |
| 30D | -29.0% | +18.7% | -47.7% | -35.8% |
| 3M | +4.9% | +15.5% | -10.6% | -4.6% |
| 6M | -8.4% | +1.2% | -9.6% | -11.8% |
| YTD | +59.4% | -25.2% | +84.6% | +79.0% |
| 1Y | +45.5% | -46.3% | +91.8% | +100.1% |
| 3Y | +67.4% | -9.6% | +76.9% | +55.9% |
| 5Y | +453.0% | +4.4% | +448.6% | +345.5% |
| All | +566.9% | +131.3% | +435.6% | +223.5% |
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