+1,623.2%
ACN vs PNR
+770.4%
+852.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.0% |
| 7D | -4.8% | -3.0% | -1.8% | -3.6% |
| 30D | +1.9% | -14.9% | +16.8% | +8.8% |
| 3M | +3.9% | -19.0% | +22.9% | +12.1% |
| 6M | -15.0% | -35.9% | +20.9% | +0.3% |
| YTD | -31.9% | -43.1% | +11.3% | -15.5% |
| 1Y | -28.5% | -46.4% | +17.9% | -9.1% |
| 3Y | -41.9% | -10.8% | -31.1% | -41.7% |
| 5Y | -42.9% | -18.9% | -24.0% | -41.3% |
| 10Y | +88.7% | +64.4% | +24.3% | +39.2% |
| All | +1,623.2% | +770.4% | +852.8% | +455.8% |
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