+411.0%
ACN vs PSX
+1,187.1%
-776.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | -3.8% | +7.8% | -11.6% | -5.8% |
| 30D | +16.5% | -10.9% | +27.4% | +19.8% |
| 3M | +41.5% | +14.5% | +27.0% | +35.9% |
| 6M | +60.1% | +56.1% | +4.0% | +41.1% |
| YTD | -3.9% | +109.6% | -113.5% | -22.3% |
| 1Y | +4.1% | +95.5% | -91.4% | -14.3% |
| 3Y | -15.9% | +156.2% | -172.0% | -37.1% |
| 5Y | -26.3% | +310.0% | -336.3% | -53.3% |
| 10Y | +148.2% | +368.0% | -219.8% | +37.9% |
| All | +411.0% | +1,187.1% | -776.1% | +115.3% |
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