+174.7%
ACN vs PR
+160.5%
+14.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.5% | +10.4% | +4.2% |
| 7D | +8.6% | -12.1% | +20.7% | +9.4% |
| 30D | +36.6% | +0.9% | +35.7% | +36.4% |
| 3M | +56.3% | +10.1% | +46.2% | +55.2% |
| 6M | +49.7% | +1.1% | +48.6% | +49.2% |
| YTD | +1.3% | +63.7% | -62.3% | -2.1% |
| 1Y | +11.9% | +87.0% | -75.1% | +7.2% |
| 3Y | -10.6% | +70.7% | -81.4% | -14.5% |
| 5Y | -21.3% | +246.8% | -268.1% | -28.9% |
| 10Y | +166.2% | +72.6% | +93.6% | +141.0% |
| All | +174.7% | +160.5% | +14.2% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling