-25.8%
ACN vs PCG
+10.2%
-36.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.2% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | +16.5% | +0.8% | +15.8% | +16.3% |
| 3M | +41.5% | -23.8% | +65.3% | +48.2% |
| 6M | +60.1% | -19.6% | +79.7% | +65.2% |
| YTD | -3.9% | -16.7% | +12.8% | -2.5% |
| 1Y | +4.1% | -19.4% | +23.5% | +6.6% |
| 3Y | -15.9% | -18.3% | +2.4% | -16.4% |
| All | -25.8% | +10.2% | -36.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling