+87.0%
PR vs ACI
-18.4%
+105.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.5% | -10.1% | -6.7% |
| 7D | -12.1% | +4.5% | -16.6% | -12.4% |
| 30D | +0.9% | +20.9% | -20.0% | -0.6% |
| 3M | +10.1% | +15.2% | -5.1% | +8.9% |
| 6M | +1.1% | -13.3% | +14.4% | +3.6% |
| YTD | +63.7% | -16.2% | +79.9% | +67.4% |
| 1Y | +87.0% | -16.9% | +103.9% | +92.2% |
| All | +87.0% | -18.4% | +105.5% | +92.2% |
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