+11.9%
ACN vs PBR
+74.7%
-62.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.0% | +10.8% | +3.4% |
| 7D | +8.6% | -11.0% | +19.6% | +7.9% |
| 30D | +36.6% | -18.8% | +55.3% | +35.2% |
| 3M | +56.3% | +7.8% | +48.5% | +57.2% |
| 6M | +49.7% | -7.6% | +57.3% | +49.7% |
| YTD | +1.3% | +72.7% | -71.3% | +3.1% |
| 1Y | +11.9% | +72.9% | -61.0% | +14.4% |
| All | +11.9% | +74.7% | -62.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling