+556.1%
PBR vs ACM
+2.7%
+553.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +1.3% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | +17.5% | -12.7% | +30.2% | +21.5% |
| 3M | +20.9% | -9.8% | +30.7% | +23.3% |
| 6M | +20.2% | -31.4% | +51.6% | +32.9% |
| YTD | +84.3% | -32.1% | +116.4% | +102.9% |
| 1Y | +77.1% | -47.8% | +124.9% | +113.3% |
| 3Y | +100.8% | -22.1% | +122.9% | +101.4% |
| 5Y | +556.1% | +1.8% | +554.3% | +479.3% |
| All | +556.1% | +2.7% | +553.4% | +479.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling