+66.4%
PBR vs ACM
-9.1%
+75.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | -1.0% | +5.6% | -6.7% | -1.6% |
| 30D | -29.3% | +20.8% | -50.1% | -31.0% |
| 3M | +5.5% | +11.4% | -5.9% | +4.0% |
| 6M | -2.9% | +0.9% | -3.8% | -3.3% |
| YTD | +61.5% | -24.8% | +86.3% | +69.1% |
| 1Y | +46.9% | -46.4% | +93.3% | +67.6% |
| 3Y | +66.4% | -9.2% | +75.7% | +64.9% |
| All | +66.4% | -9.1% | +75.6% | +64.9% |
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