+116.1%
PG vs ACM
+134.0%
-17.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.8% | -4.6% | +3.8% | -0.2% |
| 30D | +0.8% | +4.1% | -3.3% | +0.2% |
| 3M | -1.3% | -8.3% | +7.0% | -0.4% |
| 6M | -3.8% | -30.1% | +26.2% | +0.6% |
| YTD | +3.6% | -32.6% | +36.2% | +8.6% |
| 1Y | -5.7% | -49.6% | +43.8% | +2.9% |
| 3Y | +1.6% | -23.0% | +24.6% | +2.6% |
| 5Y | +14.6% | +2.0% | +12.6% | +9.2% |
| All | +116.1% | +134.0% | -17.9% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling