+223.4%
ACN vs PYPL
+56.4%
+167.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.4% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +24.6% | +5.9% | +18.8% | +22.2% |
| 3M | +46.2% | -0.2% | +46.4% | +45.4% |
| 6M | +46.2% | +30.3% | +15.9% | +31.9% |
| YTD | -0.9% | +1.6% | -2.4% | -3.3% |
| 1Y | +8.8% | -10.3% | +19.0% | +10.5% |
| 3Y | -14.3% | +8.5% | -22.8% | -21.7% |
| 5Y | -22.6% | -71.0% | +48.3% | +7.1% |
| 10Y | +153.7% | +46.9% | +106.8% | +79.6% |
| All | +223.4% | +56.4% | +167.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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