+31.7%
PFE vs ACI
+33.9%
-2.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | -2.1% | -0.5% | -1.7% | -2.1% |
| 30D | +3.1% | +4.9% | -1.8% | +2.7% |
| 3M | +11.2% | +11.1% | +0.1% | +10.2% |
| 6M | +15.0% | -14.9% | +30.0% | +16.1% |
| YTD | +23.5% | -19.6% | +43.1% | +25.0% |
| 1Y | +18.9% | -22.7% | +41.6% | +20.7% |
| 3Y | +18.7% | -31.2% | +50.0% | +21.4% |
| 5Y | -24.0% | -42.3% | +18.3% | -21.8% |
| All | +31.7% | +33.9% | -2.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling