+363.8%
PSX vs ACM
+4.8%
+359.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +27.8% | -12.9% | +40.7% | +33.1% |
| 3M | +42.0% | -6.4% | +48.4% | +43.3% |
| 6M | +58.1% | -29.2% | +87.3% | +77.5% |
| YTD | +105.0% | -29.9% | +135.0% | +129.1% |
| 1Y | +104.9% | -47.3% | +152.2% | +159.5% |
| 3Y | +134.1% | -19.6% | +153.7% | +136.4% |
| 5Y | +363.8% | +5.5% | +358.3% | +305.9% |
| All | +363.8% | +4.8% | +359.1% | +305.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling