-42.9%
ACN vs PBF
+735.5%
-778.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.3% |
| 7D | -4.8% | +2.4% | -7.2% | -4.9% |
| 30D | +1.9% | +24.9% | -23.0% | +0.6% |
| 3M | +3.9% | +81.9% | -78.0% | 0.0% |
| 6M | -15.0% | +79.4% | -94.4% | -18.4% |
| YTD | -31.9% | +188.3% | -220.2% | -36.7% |
| 1Y | -28.5% | +177.3% | -205.8% | -33.8% |
| 3Y | -41.9% | +56.0% | -97.9% | -45.7% |
| 5Y | -42.9% | +804.0% | -846.9% | -49.5% |
| All | -42.9% | +735.5% | -778.3% | -49.5% |
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