-14.2%
ACN vs PCAR
+36.1%
-50.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.0% | -3.2% |
| 7D | -2.5% | +2.9% | -5.4% | -3.2% |
| 30D | +22.6% | -2.1% | +24.8% | +23.2% |
| 3M | +45.9% | -20.4% | +66.3% | +53.6% |
| 6M | +43.8% | -7.0% | +50.8% | +45.6% |
| YTD | -2.5% | -2.6% | +0.2% | -3.6% |
| 1Y | +6.5% | +9.8% | -3.3% | +1.2% |
| 3Y | -14.2% | +37.3% | -51.4% | -30.7% |
| All | -14.2% | +36.1% | -50.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling