+4.1%
ACN vs PCAR
+11.3%
-7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.8% | +4.9% | -8.8% | -4.3% |
| 30D | +16.5% | -1.4% | +18.0% | +16.6% |
| 3M | +41.5% | -18.1% | +59.6% | +42.7% |
| 6M | +60.1% | -4.0% | +64.1% | +61.0% |
| YTD | -3.9% | -1.5% | -2.5% | -8.0% |
| 1Y | +4.1% | +13.2% | -9.1% | -7.3% |
| All | +4.1% | +11.3% | -7.2% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling