+168.1%
PM vs ACI
-43.3%
+211.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.3% |
| 7D | -5.2% | -2.2% | -3.0% | -4.9% |
| 30D | +2.7% | +10.3% | -7.6% | +1.3% |
| 3M | +6.1% | +7.2% | -1.1% | +5.0% |
| 6M | +18.0% | -18.0% | +36.0% | +20.3% |
| YTD | +26.6% | -22.0% | +48.6% | +29.6% |
| 1Y | +36.7% | -23.4% | +60.0% | +40.2% |
| 3Y | +146.0% | -35.8% | +181.8% | +158.1% |
| All | +168.1% | -43.3% | +211.4% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling