-16.0%
ACN vs PCG
-21.0%
+4.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.7% | -2.0% | -3.8% | -5.6% |
| 30D | +17.0% | -2.7% | +19.7% | +17.2% |
| 3M | +39.9% | -25.1% | +64.9% | +42.5% |
| 6M | +50.2% | -22.3% | +72.5% | +52.5% |
| YTD | -4.2% | -18.5% | +14.3% | -3.8% |
| 1Y | +4.3% | -21.8% | +26.1% | +5.5% |
| All | -16.0% | -21.0% | +4.9% | -16.4% |
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