+92.0%
ACN vs PCG
-75.9%
+167.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.5% |
| 7D | -1.5% | -13.9% | +12.3% | -0.6% |
| 30D | +9.4% | -16.9% | +26.2% | +10.7% |
| 3M | +5.6% | -14.7% | +20.4% | +6.7% |
| 6M | -9.3% | -23.8% | +14.6% | -7.6% |
| YTD | -29.0% | -10.5% | -18.5% | -28.7% |
| 1Y | -24.7% | -5.1% | -19.5% | -24.8% |
| 3Y | -39.8% | -11.6% | -28.2% | -39.8% |
| 5Y | -40.9% | +59.0% | -99.9% | -43.5% |
| All | +92.0% | -75.9% | +167.9% | +91.6% |
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