+215.6%
PBR vs ACM
+250.9%
-35.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -9.1% | +3.0% | -12.1% | -10.9% |
| 30D | -29.9% | +19.7% | -49.6% | -37.6% |
| 3M | +2.3% | +5.3% | -3.0% | -2.8% |
| 6M | -10.9% | -10.8% | -0.1% | -8.3% |
| YTD | +56.9% | -25.1% | +82.0% | +76.2% |
| 1Y | +38.0% | -45.8% | +83.8% | +89.1% |
| 3Y | +64.8% | -9.4% | +74.2% | +55.5% |
| 5Y | +447.1% | +4.8% | +442.3% | +352.8% |
| 10Y | +545.8% | +129.8% | +416.0% | +205.5% |
| All | +215.6% | +250.9% | -35.3% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling