+310.9%
PG vs ACM
+228.1%
+82.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.1% | -12.9% | +12.8% | +1.7% |
| 3M | +1.1% | -6.4% | +7.5% | +1.8% |
| 6M | -3.8% | -29.2% | +25.4% | +0.7% |
| YTD | +3.8% | -29.9% | +33.8% | +8.6% |
| 1Y | -5.8% | -47.3% | +41.5% | +2.7% |
| 3Y | +3.0% | -19.6% | +22.6% | +4.0% |
| 5Y | +14.5% | +5.5% | +9.0% | +9.6% |
| 10Y | +117.8% | +129.7% | -11.9% | +76.9% |
| All | +310.9% | +228.1% | +82.8% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling