-21.4%
ACN vs PR
+225.6%
-247.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.9% |
| 7D | +7.3% | -16.5% | +23.8% | +9.5% |
| 30D | +38.2% | -4.5% | +42.7% | +38.7% |
| 3M | +56.6% | +8.5% | +48.0% | +54.6% |
| 6M | +51.1% | -3.3% | +54.4% | +51.0% |
| YTD | +1.7% | +55.7% | -54.0% | -4.6% |
| 1Y | +10.1% | +82.0% | -72.0% | +1.2% |
| 3Y | -10.3% | +62.5% | -72.8% | -17.8% |
| 5Y | -21.4% | +223.9% | -245.3% | -35.8% |
| All | -21.4% | +225.6% | -247.0% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling