+221.7%
PR vs ACI
-43.3%
+265.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.3% |
| 7D | -16.4% | -2.2% | -14.2% | -16.2% |
| 30D | -1.9% | +10.3% | -12.2% | -3.3% |
| 3M | +8.0% | +7.2% | +0.8% | +6.7% |
| 6M | +4.1% | -18.0% | +22.1% | +6.3% |
| YTD | +58.7% | -22.0% | +80.7% | +62.9% |
| 1Y | +75.8% | -23.4% | +99.2% | +81.0% |
| 3Y | +73.2% | -35.8% | +109.0% | +82.4% |
| All | +221.7% | -43.3% | +265.1% | +232.5% |
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