+379.1%
PSX vs ACI
+25.9%
+353.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.5% | +0.2% | +4.4% | +4.5% |
| 30D | +26.6% | +5.9% | +20.7% | +25.7% |
| 3M | +39.3% | -19.8% | +59.0% | +42.4% |
| 6M | +56.8% | -24.7% | +81.6% | +61.5% |
| YTD | +101.8% | -24.4% | +126.2% | +107.6% |
| 1Y | +99.6% | -31.5% | +131.1% | +107.3% |
| 3Y | +140.3% | -38.7% | +179.0% | +151.8% |
| 5Y | +339.3% | -42.8% | +382.1% | +357.4% |
| All | +379.1% | +25.9% | +353.2% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling