+156.5%
ACN vs PR
+66.0%
+90.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | +0.9% | -16.4% | +17.3% | +2.0% |
| 30D | +33.5% | -1.9% | +35.4% | +33.6% |
| 3M | +53.5% | +8.0% | +45.5% | +52.6% |
| 6M | +52.2% | +4.1% | +48.1% | +51.5% |
| YTD | -0.1% | +58.7% | -58.8% | -3.4% |
| 1Y | +11.0% | +75.8% | -64.8% | +6.7% |
| 3Y | -11.8% | +73.2% | -84.9% | -15.8% |
| 5Y | -22.8% | +230.1% | -252.9% | -30.1% |
| All | +156.5% | +66.0% | +90.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling