+29.7%
PM vs ACI
-21.6%
+51.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -6.6% | -0.6% | -6.0% | -6.5% |
| 30D | -3.4% | +9.5% | -13.0% | -4.7% |
| 3M | +5.3% | +10.1% | -4.8% | +3.8% |
| 6M | +15.5% | -15.4% | +30.9% | +17.6% |
| YTD | +24.3% | -19.5% | +43.8% | +25.3% |
| 1Y | +29.7% | -21.0% | +50.7% | +32.1% |
| All | +29.7% | -21.6% | +51.3% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling