+71.1%
PBR vs ACM
-48.0%
+119.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +0.5% |
| 30D | +17.5% | -12.7% | +30.2% | +17.8% |
| 3M | +20.9% | -9.8% | +30.7% | +21.1% |
| 6M | +20.2% | -31.4% | +51.6% | +23.3% |
| YTD | +84.3% | -32.1% | +116.4% | +89.0% |
| All | +71.1% | -48.0% | +119.1% | +81.2% |
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