+131.5%
PM vs ACHR
-44.8%
+176.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +1.9% | -5.4% | +7.3% | +2.0% |
| 30D | +1.9% | -19.7% | +21.6% | +2.2% |
| 3M | +4.6% | +7.9% | -3.3% | +4.4% |
| 6M | +11.7% | -13.8% | +25.4% | +11.7% |
| YTD | +20.4% | -27.5% | +47.9% | +20.7% |
| 1Y | +19.0% | -33.9% | +52.9% | +19.2% |
| 3Y | +130.4% | -20.0% | +150.3% | +125.4% |
| 5Y | +131.5% | -44.0% | +175.4% | +116.9% |
| All | +131.5% | -44.8% | +176.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling