+153.7%
ACN vs PBF
+231.7%
-78.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.9% | +2.1% |
| 7D | +1.6% | -15.3% | +16.8% | +3.1% |
| 30D | +24.6% | -21.8% | +46.4% | +27.3% |
| 3M | +46.2% | -0.2% | +46.4% | +45.4% |
| 6M | +46.2% | +63.6% | -17.4% | +37.6% |
| YTD | -0.9% | +147.5% | -148.4% | -11.6% |
| 1Y | +8.8% | +69.8% | -61.1% | +0.7% |
| 3Y | -14.3% | +65.3% | -79.5% | -22.7% |
| 5Y | -22.6% | +393.4% | -416.0% | -40.9% |
| 10Y | +153.7% | +240.3% | -86.6% | +74.3% |
| All | +153.7% | +231.7% | -78.0% | +74.3% |
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