-43.5%
ACN vs PBR
+558.3%
-601.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +1.0% |
| 7D | -7.9% | +4.2% | -12.1% | -8.2% |
| 30D | -1.1% | +22.7% | -23.8% | -2.8% |
| 3M | +5.6% | +21.5% | -15.9% | +3.7% |
| 6M | -9.9% | +24.0% | -33.9% | -11.8% |
| YTD | -32.3% | +88.2% | -120.6% | -36.6% |
| 1Y | -25.3% | +74.8% | -100.1% | -29.5% |
| 3Y | -42.3% | +105.1% | -147.4% | -46.8% |
| 5Y | -43.5% | +572.2% | -615.7% | -54.9% |
| All | -43.5% | +558.3% | -601.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling