+370.1%
PSX vs ACM
+128.0%
+242.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | +27.8% | -12.9% | +40.7% | +35.5% |
| 3M | +42.0% | -6.4% | +48.4% | +43.9% |
| 6M | +58.1% | -29.2% | +87.3% | +84.1% |
| YTD | +105.0% | -29.9% | +135.0% | +137.3% |
| 1Y | +104.9% | -47.3% | +152.2% | +175.4% |
| 3Y | +134.1% | -19.6% | +153.7% | +141.5% |
| 5Y | +363.8% | +5.5% | +358.3% | +296.0% |
| 10Y | +370.1% | +129.7% | +240.4% | +160.0% |
| All | +370.1% | +128.0% | +242.1% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling