+152.3%
ACN vs PBF
+260.7%
-108.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -3.8% | +6.5% | -10.3% | -4.5% |
| 30D | +16.5% | -20.0% | +36.5% | +18.8% |
| 3M | +41.5% | -3.3% | +44.8% | +41.2% |
| 6M | +60.1% | +76.8% | -16.7% | +49.5% |
| YTD | -3.9% | +168.9% | -172.9% | -15.1% |
| 1Y | +4.1% | +96.4% | -92.3% | -5.1% |
| 3Y | -15.9% | +77.2% | -93.1% | -24.7% |
| 5Y | -26.3% | +417.7% | -444.1% | -44.0% |
| All | +152.3% | +260.7% | -108.4% | +72.0% |
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