+397.6%
PSX vs ACI
+32.8%
+364.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | +7.8% | +2.3% | +5.5% | +7.5% |
| 30D | -10.9% | +1.2% | -12.1% | -11.1% |
| 3M | +14.5% | +6.8% | +7.7% | +13.4% |
| 6M | +56.1% | -18.7% | +74.8% | +59.1% |
| YTD | +109.6% | -20.2% | +129.8% | +113.8% |
| 1Y | +95.5% | -23.7% | +119.2% | +100.4% |
| 3Y | +156.2% | -31.6% | +187.8% | +164.5% |
| 5Y | +310.0% | -42.8% | +352.8% | +324.1% |
| All | +397.6% | +32.8% | +364.7% | +433.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling