+92.0%
ACN vs PCAR
+363.2%
-271.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +9.4% | -6.2% | +15.6% | +12.2% |
| 3M | +5.6% | +5.9% | -0.2% | +2.5% |
| 6M | -9.3% | +0.4% | -9.7% | -10.7% |
| YTD | -29.0% | +14.8% | -43.8% | -34.4% |
| 1Y | -24.7% | +30.1% | -54.8% | -34.5% |
| 3Y | -39.8% | +66.7% | -106.5% | -55.2% |
| 5Y | -40.9% | +166.1% | -207.1% | -65.8% |
| All | +92.0% | +363.2% | -271.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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