+277.8%
PSX vs ACI
-43.3%
+321.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -13.1% | -2.2% | -10.9% | -12.9% |
| 30D | -9.5% | +10.3% | -19.8% | -11.1% |
| 3M | +20.2% | +7.2% | +13.0% | +18.6% |
| 6M | +44.9% | -18.0% | +62.9% | +48.4% |
| YTD | +94.4% | -22.0% | +116.4% | +100.4% |
| 1Y | +83.1% | -23.4% | +106.4% | +89.2% |
| 3Y | +132.2% | -35.8% | +168.0% | +145.3% |
| All | +277.8% | -43.3% | +321.1% | +292.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling