+23.2%
PFE vs ACI
-23.0%
+46.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -3.0% | -5.3% | +2.4% | -2.5% |
| 30D | +5.2% | +5.0% | +0.2% | +5.0% |
| 3M | +12.2% | +7.5% | +4.7% | +11.8% |
| 6M | +17.8% | -16.0% | +33.8% | +18.5% |
| YTD | +26.2% | -20.6% | +46.8% | +27.9% |
| 1Y | +23.2% | -23.5% | +46.7% | +25.7% |
| All | +23.2% | -23.0% | +46.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling