+76.6%
PEP vs ACN
+85.2%
-8.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.7% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | +0.7% | +1.9% | -1.2% | 0.0% |
| 3M | -0.5% | +3.9% | -4.4% | -2.6% |
| 6M | -11.3% | -15.0% | +3.7% | -8.7% |
| YTD | -0.6% | -31.9% | +31.3% | +8.4% |
| 1Y | +1.7% | -28.5% | +30.2% | +8.6% |
| 3Y | -12.5% | -41.9% | +29.4% | -2.6% |
| 5Y | +3.9% | -42.9% | +46.7% | +13.2% |
| 10Y | +76.6% | +88.7% | -12.2% | +15.5% |
| All | +76.6% | +85.2% | -8.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling