+1,697.2%
ACN vs PCAR
+3,401.7%
-1,704.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +9.4% | -6.2% | +15.6% | +12.0% |
| 3M | +5.6% | +5.9% | -0.2% | +2.7% |
| 6M | -9.3% | +0.4% | -9.7% | -10.6% |
| YTD | -29.0% | +14.8% | -43.8% | -33.8% |
| 1Y | -24.7% | +30.1% | -54.8% | -33.4% |
| 3Y | -39.8% | +66.7% | -106.5% | -53.0% |
| 5Y | -40.9% | +166.1% | -207.1% | -62.1% |
| 10Y | +91.1% | +353.7% | -262.6% | -3.4% |
| All | +1,697.2% | +3,401.7% | -1,704.4% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling