+92.5%
ACN vs PR
+169.5%
-77.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.2% |
| 7D | -1.5% | +2.9% | -4.4% | -1.7% |
| 30D | +9.4% | +18.0% | -8.7% | +8.2% |
| 3M | +5.6% | +16.9% | -11.2% | +4.5% |
| 6M | -9.3% | +28.2% | -37.5% | -10.8% |
| YTD | -29.0% | +69.3% | -98.3% | -31.5% |
| 1Y | -24.7% | +69.5% | -94.2% | -27.4% |
| 3Y | -39.8% | +81.7% | -121.5% | -42.7% |
| 5Y | -40.9% | +422.2% | -463.2% | -47.7% |
| 10Y | +91.1% | +110.4% | -19.2% | +74.8% |
| All | +92.5% | +169.5% | -77.0% | +74.5% |
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