+1,102.3%
PSX vs ACM
+244.8%
+857.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +0.6% |
| 7D | -8.0% | +6.9% | -14.9% | -10.8% |
| 30D | -9.0% | +19.1% | -28.1% | -16.2% |
| 3M | +24.7% | -6.9% | +31.7% | +26.9% |
| 6M | +49.3% | -12.0% | +61.4% | +54.2% |
| YTD | +100.2% | -25.1% | +125.3% | +120.2% |
| 1Y | +88.8% | -45.4% | +134.3% | +141.2% |
| 3Y | +152.5% | -6.9% | +159.4% | +143.8% |
| 5Y | +283.2% | +3.7% | +279.5% | +244.5% |
| 10Y | +345.8% | +135.8% | +210.0% | +166.9% |
| All | +1,102.3% | +244.8% | +857.5% | +527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling