+96.9%
PSX vs ACI
-18.4%
+115.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.1% | -5.1% |
| 7D | -5.2% | +4.5% | -9.6% | -5.9% |
| 30D | -3.7% | +20.9% | -24.6% | -7.0% |
| 3M | +26.8% | +15.2% | +11.5% | +23.4% |
| 6M | +47.3% | -13.3% | +60.6% | +51.0% |
| YTD | +105.4% | -16.2% | +121.6% | +110.8% |
| 1Y | +96.9% | -16.9% | +113.8% | +102.0% |
| All | +96.9% | -18.4% | +115.3% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling