+2,330.4%
ACN vs PNR
+919.1%
+1,411.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | +16.5% | +31.7% | -15.2% | +3.4% |
| 3M | +41.5% | +2.6% | +38.8% | +38.9% |
| 6M | +60.1% | -6.4% | +66.4% | +61.3% |
| YTD | -3.9% | -33.4% | +29.5% | +10.9% |
| 1Y | +4.1% | -35.1% | +39.2% | +21.4% |
| 3Y | -15.9% | +17.1% | -32.9% | -25.1% |
| 5Y | -26.3% | -3.5% | -22.8% | -30.0% |
| 10Y | +148.2% | +100.2% | +48.1% | +68.0% |
| All | +2,330.4% | +919.1% | +1,411.3% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling