+389.8%
PSX vs ACI
+18.9%
+371.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +1.8% | -5.0% | +6.9% | +2.5% |
| 30D | +21.6% | -2.3% | +24.0% | +22.0% |
| 3M | +46.5% | -23.2% | +69.6% | +50.5% |
| 6M | +62.0% | -29.5% | +91.5% | +68.1% |
| YTD | +106.3% | -28.6% | +134.9% | +113.6% |
| 1Y | +103.0% | -34.0% | +137.0% | +111.8% |
| 3Y | +135.5% | -45.0% | +180.5% | +149.8% |
| 5Y | +368.5% | -44.0% | +412.5% | +389.9% |
| All | +389.8% | +18.9% | +371.0% | +433.3% |
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