+169.5%
PR vs ACM
+131.0%
+38.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +2.9% | -3.7% | +6.7% | +5.5% |
| 30D | +18.0% | -11.1% | +29.1% | +25.8% |
| 3M | +16.9% | -8.0% | +24.8% | +20.1% |
| 6M | +28.2% | -29.7% | +57.9% | +57.5% |
| YTD | +69.3% | -29.4% | +98.7% | +103.6% |
| 1Y | +69.5% | -46.4% | +115.9% | +147.0% |
| 3Y | +81.7% | -22.3% | +104.0% | +92.2% |
| 5Y | +422.2% | +4.5% | +417.8% | +337.1% |
| 10Y | +110.4% | +127.6% | -17.3% | +33.2% |
| All | +169.5% | +131.0% | +38.4% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling