+1,067.6%
PSX vs ACM
+227.7%
+839.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -13.1% | +5.4% | -18.5% | -15.3% |
| 30D | -9.5% | +15.1% | -24.7% | -15.3% |
| 3M | +20.2% | -10.5% | +30.7% | +24.4% |
| 6M | +44.9% | -19.7% | +64.6% | +56.0% |
| YTD | +94.4% | -28.8% | +123.2% | +118.8% |
| 1Y | +83.1% | -47.9% | +130.9% | +138.7% |
| 3Y | +132.2% | -12.4% | +144.5% | +130.5% |
| 5Y | +278.8% | +0.6% | +278.3% | +245.1% |
| 10Y | +354.2% | +161.3% | +192.9% | +163.3% |
| All | +1,067.6% | +227.7% | +839.8% | +523.0% |
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