+152.3%
ACN vs PFGC
+351.0%
-198.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -3.8% | +3.4% | -7.3% | -4.6% |
| 30D | +16.5% | +16.9% | -0.4% | +12.5% |
| 3M | +41.5% | +6.4% | +35.1% | +39.2% |
| 6M | +60.1% | +16.0% | +44.1% | +54.5% |
| YTD | -3.9% | +23.6% | -27.6% | -9.2% |
| 1Y | +4.1% | +16.6% | -12.5% | -0.3% |
| 3Y | -15.9% | +82.3% | -98.1% | -27.3% |
| 5Y | -26.3% | +138.7% | -165.0% | -40.6% |
| All | +152.3% | +351.0% | -198.7% | +78.7% |
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