+99.0%
PBR vs ACM
-19.8%
+118.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | +19.4% | -12.9% | +32.3% | +21.7% |
| 3M | +20.8% | -6.4% | +27.2% | +21.4% |
| 6M | +23.5% | -29.2% | +52.7% | +31.1% |
| YTD | +83.4% | -29.9% | +113.3% | +94.1% |
| 1Y | +77.6% | -47.3% | +124.8% | +101.7% |
| All | +99.0% | -19.8% | +118.9% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling