-22.6%
ACN vs PFG
+102.7%
-125.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +1.6% | +3.0% | -1.4% | 0.0% |
| 30D | +24.6% | +8.2% | +16.5% | +19.7% |
| 3M | +46.2% | +2.7% | +43.5% | +43.8% |
| 6M | +46.2% | +17.2% | +29.0% | +34.7% |
| YTD | -0.9% | +34.8% | -35.6% | -14.7% |
| 1Y | +8.8% | +43.6% | -34.8% | -9.3% |
| 3Y | -14.3% | +85.4% | -99.7% | -38.6% |
| 5Y | -22.6% | +102.2% | -124.8% | -47.7% |
| All | -22.6% | +102.7% | -125.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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