+277.6%
PM vs ACI
+31.1%
+246.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -7.3% | -5.9% | -1.4% | -6.7% |
| 30D | -4.0% | +7.2% | -11.2% | -4.7% |
| 3M | +2.7% | +8.8% | -6.1% | +1.8% |
| 6M | +14.9% | -17.2% | +32.0% | +16.3% |
| YTD | +23.5% | -21.3% | +44.8% | +25.5% |
| 1Y | +30.4% | -23.7% | +54.1% | +32.8% |
| 3Y | +143.2% | -32.8% | +176.1% | +150.0% |
| 5Y | +159.5% | -41.4% | +200.9% | +167.1% |
| All | +277.6% | +31.1% | +246.5% | +296.8% |
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