-24.4%
ACN vs PBF
+407.7%
-432.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.7% | -2.5% |
| 7D | -2.5% | -7.4% | +4.8% | -2.2% |
| 30D | +22.6% | -17.5% | +40.1% | +23.7% |
| 3M | +45.9% | +13.1% | +32.8% | +44.6% |
| 6M | +43.8% | +72.6% | -28.8% | +38.4% |
| YTD | -2.5% | +161.2% | -163.7% | -9.3% |
| 1Y | +6.5% | +93.3% | -86.9% | +1.0% |
| 3Y | -14.2% | +80.7% | -94.8% | -20.7% |
| 5Y | -24.4% | +396.1% | -420.5% | -30.3% |
| All | -24.4% | +407.7% | -432.2% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling