+151.4%
ACN vs PCG
-76.4%
+227.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -4.0% | -2.2% | -1.8% | -3.8% |
| 30D | +19.0% | -0.5% | +19.5% | +19.0% |
| 3M | +42.2% | -24.0% | +66.2% | +44.8% |
| 6M | +50.1% | -18.6% | +68.8% | +52.0% |
| YTD | -2.7% | -17.7% | +14.9% | -1.8% |
| 1Y | +7.6% | -20.0% | +27.6% | +8.8% |
| 3Y | -15.9% | -20.2% | +4.4% | -15.2% |
| 5Y | -24.4% | +8.4% | -32.7% | -25.8% |
| 10Y | +151.4% | -76.4% | +227.8% | +142.1% |
| All | +151.4% | -76.4% | +227.8% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling