+215.3%
ACN vs PFGC
+488.3%
-273.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.3% | -3.2% |
| 7D | -2.5% | +10.8% | -13.4% | -4.8% |
| 30D | +22.6% | +17.8% | +4.8% | +18.2% |
| 3M | +45.9% | -2.7% | +48.6% | +46.4% |
| 6M | +43.8% | +20.0% | +23.8% | +37.9% |
| YTD | -2.5% | +24.3% | -26.8% | -7.8% |
| 1Y | +6.5% | +13.2% | -6.7% | +2.7% |
| 3Y | -14.2% | +85.9% | -100.1% | -26.0% |
| 5Y | -24.4% | +141.0% | -165.5% | -39.1% |
| 10Y | +156.3% | +370.6% | -214.3% | +74.8% |
| All | +215.3% | +488.3% | -273.0% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling