+86.2%
PSX vs ACI
-21.6%
+107.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | -7.8% | -0.6% | -7.2% | -7.7% |
| 30D | -9.9% | +9.5% | -19.4% | -11.5% |
| 3M | +16.9% | +10.1% | +6.9% | +14.7% |
| 6M | +48.0% | -15.4% | +63.4% | +52.3% |
| YTD | +98.3% | -19.5% | +117.9% | +104.9% |
| 1Y | +86.2% | -21.0% | +107.1% | +94.2% |
| All | +86.2% | -21.6% | +107.7% | +94.2% |
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