+256.3%
PBR vs ACM
+230.8%
+25.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +8.6% | -3.7% | +12.3% | +11.0% |
| 30D | +12.8% | -11.1% | +23.9% | +19.8% |
| 3M | +14.7% | -8.0% | +22.7% | +18.1% |
| 6M | +25.2% | -29.7% | +54.8% | +50.1% |
| YTD | +77.1% | -29.4% | +106.5% | +108.6% |
| 1Y | +69.6% | -46.4% | +116.0% | +135.2% |
| 3Y | +95.6% | -22.3% | +117.9% | +105.3% |
| 5Y | +501.8% | +4.5% | +497.3% | +400.5% |
| 10Y | +640.6% | +127.6% | +512.9% | +252.1% |
| All | +256.3% | +230.8% | +25.5% | +11.0% |
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