-16.0%
ACN vs PSX
+155.7%
-171.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.7% | +6.4% | -12.2% | -7.0% |
| 30D | +17.0% | -10.2% | +27.2% | +19.6% |
| 3M | +39.9% | +17.2% | +22.7% | +34.6% |
| 6M | +50.2% | +51.8% | -1.6% | +36.0% |
| YTD | -4.2% | +108.0% | -112.2% | -19.7% |
| 1Y | +4.3% | +96.1% | -91.8% | -11.4% |
| All | -16.0% | +155.7% | -171.8% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling