-43.5%
ACN vs PNR
-21.1%
-22.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -7.9% | -5.5% | -2.4% | -5.6% |
| 30D | -1.1% | -15.6% | +14.5% | +6.5% |
| 3M | +5.6% | -20.2% | +25.8% | +14.9% |
| 6M | -9.9% | -36.6% | +26.7% | +8.2% |
| YTD | -32.3% | -45.0% | +12.7% | -12.8% |
| 1Y | -25.3% | -47.4% | +22.1% | -1.7% |
| 3Y | -42.3% | -13.7% | -28.6% | -43.1% |
| 5Y | -43.5% | -20.8% | -22.7% | -43.7% |
| All | -43.5% | -21.1% | -22.4% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling