+151.4%
ACN vs PCAR
+290.1%
-138.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.9% |
| 7D | -4.0% | +2.2% | -6.2% | -5.0% |
| 30D | +19.0% | +0.3% | +18.7% | +18.7% |
| 3M | +42.2% | -17.9% | +60.1% | +54.1% |
| 6M | +50.1% | -3.4% | +53.5% | +50.6% |
| YTD | -2.7% | -0.1% | -2.6% | -4.9% |
| 1Y | +7.6% | +13.4% | -5.8% | -0.9% |
| 3Y | -15.9% | +37.2% | -53.1% | -31.8% |
| 5Y | -24.4% | +117.3% | -141.7% | -52.4% |
| 10Y | +151.4% | +295.0% | -143.6% | +18.3% |
| All | +151.4% | +290.1% | -138.8% | +18.3% |
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