+345.8%
PSX vs ACM
+147.1%
+198.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +0.4% |
| 7D | -8.0% | +6.9% | -14.9% | -11.1% |
| 30D | -9.0% | +19.1% | -28.1% | -17.0% |
| 3M | +24.7% | -6.9% | +31.7% | +27.2% |
| 6M | +49.3% | -12.0% | +61.4% | +54.8% |
| YTD | +100.2% | -25.1% | +125.3% | +123.0% |
| 1Y | +88.8% | -45.4% | +134.3% | +150.4% |
| 3Y | +152.5% | -6.9% | +159.4% | +139.3% |
| 5Y | +283.2% | +3.7% | +279.5% | +231.1% |
| 10Y | +345.8% | +135.8% | +210.0% | +137.3% |
| All | +345.8% | +147.1% | +198.7% | +137.3% |
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