+47.8%
PG vs ACI
+21.2%
+26.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.2% |
| 7D | -0.8% | -3.7% | +2.9% | -0.4% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | -1.3% | -20.3% | +19.0% | +0.7% |
| 6M | -3.8% | -24.7% | +20.8% | -1.4% |
| YTD | +3.6% | -27.2% | +30.8% | +6.6% |
| 1Y | -5.7% | -32.7% | +27.0% | -2.3% |
| 3Y | +1.6% | -43.9% | +45.5% | +6.8% |
| 5Y | +14.6% | -38.9% | +53.5% | +18.9% |
| All | +47.8% | +21.2% | +26.6% | +43.6% |
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