+80.3%
PEP vs ACN
+159.3%
-78.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +1.0% |
| 7D | +1.0% | -2.5% | +3.6% | +1.7% |
| 30D | +12.6% | +22.6% | -10.0% | +6.8% |
| 3M | +3.1% | +45.9% | -42.8% | -7.2% |
| 6M | -6.3% | +43.8% | -50.1% | -16.4% |
| YTD | +1.9% | -2.5% | +4.3% | +0.6% |
| 1Y | +3.3% | +6.5% | -3.2% | -1.1% |
| 3Y | -4.8% | -14.2% | +9.3% | -5.1% |
| 5Y | +2.0% | -24.4% | +26.5% | +4.7% |
| 10Y | +80.3% | +156.3% | -76.0% | +11.7% |
| All | +80.3% | +159.3% | -78.9% | +11.7% |
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