+2,644.4%
PR vs ACI
+34.0%
+2,610.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.6% |
| 7D | -9.5% | -0.6% | -8.9% | -9.5% |
| 30D | -5.7% | +9.5% | -15.2% | -7.2% |
| 3M | +3.0% | +10.1% | -7.1% | +1.1% |
| 6M | +11.8% | -15.4% | +27.2% | +13.9% |
| YTD | +58.5% | -19.5% | +78.0% | +62.6% |
| 1Y | +69.9% | -21.0% | +90.9% | +74.8% |
| 3Y | +84.9% | -31.2% | +116.1% | +93.6% |
| 5Y | +246.4% | -40.6% | +287.0% | +265.8% |
| All | +2,644.4% | +34.0% | +2,610.4% | +2,910.1% |
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 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