-11.8%
ACN vs PCG
-21.6%
+9.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +33.5% | +1.4% | +32.1% | +33.4% |
| 3M | +53.5% | -23.4% | +76.9% | +56.0% |
| 6M | +52.2% | -19.4% | +71.6% | +53.9% |
| YTD | -0.1% | -18.5% | +18.4% | +0.3% |
| 1Y | +11.0% | -19.5% | +30.6% | +11.7% |
| 3Y | -11.8% | -21.0% | +9.2% | -12.2% |
| All | -11.8% | -21.6% | +9.8% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling