+1,112.1%
PSX vs ACM
+225.2%
+886.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +4.5% | -3.7% | +8.3% | +6.3% |
| 30D | +26.6% | -11.1% | +37.7% | +32.2% |
| 3M | +39.3% | -8.0% | +47.3% | +42.2% |
| 6M | +56.8% | -29.7% | +86.5% | +80.1% |
| YTD | +101.8% | -29.4% | +131.2% | +129.1% |
| 1Y | +99.6% | -46.4% | +146.0% | +157.1% |
| 3Y | +140.3% | -22.3% | +162.7% | +153.9% |
| 5Y | +339.3% | +4.5% | +334.9% | +293.6% |
| 10Y | +369.9% | +127.6% | +242.2% | +187.3% |
| All | +1,112.1% | +225.2% | +886.9% | +552.4% |
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