+86.8%
ACN vs PFGC
+294.6%
-207.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -7.9% | -4.8% | -3.0% | -6.9% |
| 30D | -1.1% | -17.2% | +16.1% | +3.0% |
| 3M | +5.6% | -6.3% | +11.9% | +7.1% |
| 6M | -9.9% | +8.8% | -18.8% | -11.9% |
| YTD | -32.3% | +4.9% | -37.3% | -33.5% |
| 1Y | -25.3% | -9.5% | -15.8% | -24.2% |
| 3Y | -42.3% | +59.6% | -101.9% | -48.6% |
| 5Y | -43.5% | +113.5% | -157.0% | -53.3% |
| All | +86.8% | +294.6% | -207.8% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling