-10.5%
ACN vs PR
+69.4%
-79.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.4% | +4.6% |
| 7D | +8.6% | -12.1% | +20.7% | +10.1% |
| 30D | +36.6% | +0.9% | +35.7% | +36.1% |
| 3M | +56.3% | +10.1% | +46.2% | +54.1% |
| 6M | +49.7% | +1.1% | +48.6% | +48.7% |
| YTD | +1.3% | +63.7% | -62.3% | -5.7% |
| 1Y | +11.9% | +87.0% | -75.1% | +2.2% |
| All | -10.5% | +69.4% | -79.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling