-25.8%
ACN vs PSX
+306.7%
-332.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -3.8% | +7.8% | -11.6% | -5.3% |
| 30D | +16.5% | -10.9% | +27.4% | +19.1% |
| 3M | +41.5% | +14.5% | +27.0% | +37.2% |
| 6M | +60.1% | +56.1% | +4.0% | +45.3% |
| YTD | -3.9% | +109.6% | -113.5% | -18.3% |
| 1Y | +4.1% | +95.5% | -91.4% | -10.2% |
| 3Y | -15.9% | +156.2% | -172.0% | -32.7% |
| All | -25.8% | +306.7% | -332.5% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling