+156.3%
ACN vs PCG
-77.2%
+233.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -2.5% | -1.1% | -1.5% | -2.4% |
| 30D | +22.6% | +0.1% | +22.6% | +22.6% |
| 3M | +45.9% | -24.4% | +70.4% | +48.7% |
| 6M | +43.8% | -17.7% | +61.5% | +45.4% |
| YTD | -2.5% | -17.4% | +15.0% | -1.5% |
| 1Y | +6.5% | -19.4% | +25.9% | +7.7% |
| 3Y | -14.2% | -18.6% | +4.4% | -13.6% |
| 5Y | -24.4% | +10.2% | -34.6% | -25.9% |
| 10Y | +156.3% | -76.7% | +233.0% | +150.2% |
| All | +156.3% | -77.2% | +233.5% | +150.2% |
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