+103.0%
PSX vs ACI
-35.6%
+138.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +1.8% | -5.0% | +6.9% | +2.6% |
| 30D | +21.6% | -2.3% | +24.0% | +22.0% |
| 3M | +46.5% | -23.2% | +69.6% | +52.0% |
| 6M | +62.0% | -29.5% | +91.5% | +70.8% |
| YTD | +106.3% | -28.6% | +134.9% | +116.8% |
| 1Y | +103.0% | -34.0% | +137.0% | +115.9% |
| All | +103.0% | -35.6% | +138.6% | +115.9% |
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