+415.3%
PR vs ACI
-42.9%
+458.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +18.0% | +5.9% | +12.1% | +17.1% |
| 3M | +16.9% | -19.8% | +36.6% | +20.0% |
| 6M | +28.2% | -24.7% | +53.0% | +32.8% |
| YTD | +69.3% | -24.4% | +93.7% | +75.1% |
| 1Y | +69.5% | -31.5% | +101.0% | +78.0% |
| 3Y | +81.7% | -38.7% | +120.4% | +93.3% |
| All | +415.3% | -42.9% | +458.2% | +460.8% |
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