+277.8%
ACN vs PSX
+1,139.4%
-861.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | +4.5% | -6.1% | -2.7% |
| 30D | +9.4% | +26.6% | -17.2% | +2.5% |
| 3M | +5.6% | +39.3% | -33.6% | -3.6% |
| 6M | -9.3% | +56.8% | -66.1% | -20.1% |
| YTD | -29.0% | +101.8% | -130.8% | -41.8% |
| 1Y | -24.7% | +99.6% | -124.3% | -38.2% |
| 3Y | -39.8% | +140.3% | -180.2% | -54.2% |
| 5Y | -40.9% | +339.3% | -380.3% | -63.4% |
| 10Y | +91.1% | +369.9% | -278.7% | +6.2% |
| All | +277.8% | +1,139.4% | -861.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling