-40.4%
ACN vs PGR
+75.0%
-115.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +2.1% | +4.9% | -2.9% | +0.8% |
| 3M | +11.1% | +7.6% | +3.5% | +9.3% |
| 6M | -6.8% | +8.3% | -15.1% | -8.6% |
| YTD | -30.0% | +1.7% | -31.8% | -30.6% |
| 1Y | -23.1% | -6.8% | -16.3% | -22.5% |
| 3Y | -40.4% | +73.4% | -113.8% | -42.4% |
| All | -40.4% | +75.0% | -115.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling