-22.5%
ACN vs PCAR
+101.4%
-123.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +33.5% | -4.6% | +38.1% | +35.7% |
| 3M | +53.5% | -22.6% | +76.0% | +67.2% |
| 6M | +52.2% | -12.0% | +64.2% | +57.8% |
| YTD | -0.1% | -6.1% | +6.0% | -0.1% |
| 1Y | +11.0% | +6.3% | +4.7% | +5.5% |
| 3Y | -11.8% | +31.8% | -43.6% | -27.8% |
| All | -22.5% | +101.4% | -123.9% | -52.3% |
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 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