+2.2%
ACN vs PCOR
-10.0%
+12.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +19.7% | -15.9% | -1.9% |
| 7D | +8.6% | +21.8% | -13.3% | +2.1% |
| 30D | +36.6% | +39.5% | -3.0% | +23.5% |
| 3M | +56.3% | +35.2% | +21.1% | +42.3% |
| 6M | +49.7% | +21.7% | +27.9% | +39.0% |
| YTD | +1.3% | +3.9% | -2.6% | -2.7% |
| 1Y | +11.9% | +6.9% | +5.0% | +6.3% |
| 3Y | -10.6% | +44.8% | -55.4% | -23.2% |
| 5Y | -21.3% | -21.9% | +0.6% | -30.4% |
| All | +2.2% | -10.0% | +12.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 all: compounded portfolio wealth divided by compounded PCOR 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…
all analysis · Full analysis span regression · 6 months rolling