+253.9%
PM vs ACI
+25.9%
+228.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | -3.4% | +5.9% | -9.3% | -3.9% |
| 3M | +5.2% | -19.8% | +25.0% | +7.0% |
| 6M | +3.7% | -24.7% | +28.5% | +6.0% |
| YTD | +15.8% | -24.4% | +40.2% | +18.1% |
| 1Y | +17.4% | -31.5% | +48.9% | +20.8% |
| 3Y | +116.9% | -38.7% | +155.6% | +125.0% |
| 5Y | +117.3% | -42.8% | +160.1% | +124.3% |
| All | +253.9% | +25.9% | +228.0% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling