+4.1%
ACN vs PR
+78.8%
-74.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -3.8% | +6.0% | -9.8% | -4.1% |
| 30D | +16.5% | -4.2% | +20.7% | +16.7% |
| 3M | +41.5% | +10.0% | +31.5% | +40.1% |
| 6M | +60.1% | +15.6% | +44.5% | +57.1% |
| YTD | -3.9% | +68.2% | -72.1% | -10.1% |
| 1Y | +4.1% | +79.2% | -75.1% | -4.4% |
| All | +4.1% | +78.8% | -74.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling