+93.1%
ACN vs PBR
+697.0%
-603.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | -1.5% | +5.4% | -6.9% | -2.4% |
| 30D | +2.1% | +22.9% | -20.8% | -1.3% |
| 3M | +11.1% | +19.6% | -8.5% | +7.6% |
| 6M | -6.8% | +16.5% | -23.3% | -9.6% |
| YTD | -30.0% | +86.7% | -116.7% | -37.4% |
| 1Y | -23.1% | +74.7% | -97.8% | -30.6% |
| 3Y | -40.4% | +102.6% | -143.0% | -48.2% |
| 5Y | -41.6% | +566.6% | -608.2% | -60.6% |
| All | +93.1% | +697.0% | -603.9% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling