+84.6%
ACN vs PFGC
+300.0%
-215.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -6.3% | -3.7% | -2.6% | -5.5% |
| 30D | -1.4% | -16.0% | +14.6% | +2.4% |
| 3M | +2.6% | -4.1% | +6.7% | +3.5% |
| 6M | -14.3% | +8.7% | -23.0% | -16.1% |
| YTD | -33.1% | +6.4% | -39.5% | -34.5% |
| 1Y | -28.8% | -8.4% | -20.4% | -28.0% |
| 3Y | -43.0% | +61.8% | -104.7% | -49.4% |
| 5Y | -44.0% | +108.7% | -152.7% | -53.6% |
| All | +84.6% | +300.0% | -215.4% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling