+1,623.2%
ACN vs PBR
+2,089.3%
-466.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.7% |
| 7D | -4.8% | +2.5% | -7.3% | -5.3% |
| 30D | +1.9% | +19.4% | -17.5% | -1.4% |
| 3M | +3.9% | +20.8% | -16.9% | 0.0% |
| 6M | -15.0% | +23.5% | -38.5% | -18.7% |
| YTD | -31.9% | +83.4% | -115.3% | -39.6% |
| 1Y | -28.5% | +77.6% | -106.1% | -36.3% |
| 3Y | -41.9% | +99.9% | -141.8% | -50.1% |
| 5Y | -42.9% | +567.7% | -610.6% | -62.2% |
| 10Y | +88.7% | +621.5% | -532.8% | +9.2% |
| All | +1,623.2% | +2,089.3% | -466.0% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling