-23.1%
ACN vs PNR
-47.6%
+24.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.4% |
| 7D | -1.5% | -6.0% | +4.5% | +0.4% |
| 30D | +2.1% | -14.0% | +16.1% | +6.8% |
| 3M | +11.1% | -21.7% | +32.8% | +17.2% |
| 6M | -6.8% | -37.3% | +30.4% | +7.2% |
| YTD | -30.0% | -45.1% | +15.1% | -11.7% |
| 1Y | -23.1% | -49.1% | +26.0% | 0.0% |
| All | -23.1% | -47.6% | +24.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling