+2,472.7%
ACN vs PCAR
+2,834.4%
-361.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +7.3% | +2.2% | +5.1% | +6.4% |
| 30D | +38.2% | -4.4% | +42.6% | +40.6% |
| 3M | +56.6% | -21.4% | +78.0% | +71.8% |
| 6M | +51.1% | -7.3% | +58.4% | +54.2% |
| YTD | +1.7% | -3.8% | +5.5% | +1.5% |
| 1Y | +10.1% | +6.3% | +3.8% | +5.5% |
| 3Y | -10.3% | +34.4% | -44.7% | -23.6% |
| 5Y | -21.4% | +109.2% | -130.6% | -44.6% |
| 10Y | +167.1% | +312.9% | -145.7% | +40.3% |
| All | +2,472.7% | +2,834.4% | -361.7% | +362.7% |
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