+65.2%
PR vs ACM
+155.0%
-89.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | +5.4% | -21.8% | -19.8% |
| 30D | -1.9% | +15.1% | -17.0% | -11.8% |
| 3M | +8.0% | -10.5% | +18.4% | +13.6% |
| 6M | +4.1% | -19.7% | +23.8% | +16.5% |
| YTD | +58.7% | -28.8% | +87.5% | +89.3% |
| 1Y | +75.8% | -47.9% | +123.7% | +166.0% |
| 3Y | +73.2% | -12.4% | +85.5% | +64.1% |
| 5Y | +230.1% | +0.6% | +229.6% | +177.7% |
| All | +65.2% | +155.0% | -89.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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