+134.1%
PSX vs ACI
-43.5%
+177.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.2% |
| 30D | +27.8% | +1.1% | +26.7% | +27.5% |
| 3M | +42.0% | -23.6% | +65.7% | +46.7% |
| 6M | +58.1% | -29.9% | +88.1% | +65.2% |
| YTD | +105.0% | -26.9% | +131.9% | +112.8% |
| 1Y | +104.9% | -34.2% | +139.2% | +115.2% |
| 3Y | +134.1% | -43.6% | +177.7% | +142.3% |
| All | +134.1% | -43.5% | +177.5% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling