+93.1%
ACN vs PSX
+386.4%
-293.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | +2.1% | +15.6% | -13.5% | -1.9% |
| 3M | +11.1% | +46.5% | -35.4% | +0.1% |
| 6M | -6.8% | +55.0% | -61.9% | -17.6% |
| YTD | -30.0% | +105.3% | -135.3% | -42.7% |
| 1Y | -23.1% | +101.6% | -124.7% | -36.9% |
| 3Y | -40.4% | +134.1% | -174.5% | -54.1% |
| 5Y | -41.6% | +368.7% | -410.3% | -64.4% |
| All | +93.1% | +386.4% | -293.4% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling