+88.5%
ACN vs PBF
+351.3%
-262.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -1.4% | +15.8% | -17.2% | -2.9% |
| 3M | +2.6% | +90.3% | -87.7% | -4.3% |
| 6M | -14.3% | +102.8% | -117.1% | -21.0% |
| YTD | -33.1% | +187.3% | -220.5% | -40.8% |
| 1Y | -28.8% | +161.8% | -190.6% | -36.8% |
| 3Y | -43.0% | +55.5% | -98.4% | -47.9% |
| 5Y | -44.0% | +801.9% | -845.9% | -59.8% |
| 10Y | +88.5% | +362.2% | -273.7% | +31.8% |
| All | +88.5% | +351.3% | -262.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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