+21.0%
PG vs ACHR
-45.0%
+66.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +0.8% | -11.3% | +12.1% | +0.9% |
| 3M | -1.3% | +5.3% | -6.6% | -1.4% |
| 6M | -3.8% | -13.2% | +9.4% | -3.8% |
| YTD | +3.6% | -25.8% | +29.4% | +3.8% |
| 1Y | -5.7% | -34.3% | +28.5% | -5.6% |
| 3Y | +1.6% | -19.9% | +21.5% | -0.1% |
| 5Y | +14.6% | -42.7% | +57.3% | +13.5% |
| All | +21.0% | -45.0% | +66.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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