-28.4%
ACN vs PCOR
-30.9%
+2.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -2.1% |
| 7D | -1.5% | -9.0% | +7.4% | +1.1% |
| 30D | +9.4% | +4.2% | +5.2% | +8.0% |
| 3M | +5.6% | +14.4% | -8.8% | +1.2% |
| 6M | -9.3% | +0.2% | -9.4% | -10.4% |
| YTD | -29.0% | -20.3% | -8.7% | -26.0% |
| 1Y | -24.7% | -16.1% | -8.5% | -22.8% |
| 3Y | -39.8% | -14.7% | -25.1% | -40.6% |
| 5Y | -40.9% | -43.2% | +2.2% | -43.5% |
| All | -28.4% | -30.9% | +2.6% | -31.4% |
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