-40.6%
ACN vs PCAR
+168.1%
-208.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +9.4% | -6.2% | +15.6% | +11.7% |
| 3M | +5.6% | +5.9% | -0.2% | +3.1% |
| 6M | -9.3% | +0.4% | -9.7% | -10.2% |
| YTD | -29.0% | +14.8% | -43.8% | -33.6% |
| 1Y | -24.7% | +30.1% | -54.8% | -33.3% |
| 3Y | -39.8% | +66.7% | -106.5% | -54.7% |
| All | -40.6% | +168.1% | -208.7% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling