+1.7%
PEP vs ACN
-28.4%
+30.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | +0.1% | -4.8% | +4.9% | +0.3% |
| 30D | +0.7% | +1.9% | -1.2% | +0.5% |
| 3M | -0.5% | +3.9% | -4.4% | -2.6% |
| 6M | -11.3% | -15.0% | +3.7% | -14.5% |
| YTD | -0.6% | -31.9% | +31.3% | -6.1% |
| 1Y | +1.7% | -28.5% | +30.2% | -3.7% |
| All | +1.7% | -28.4% | +30.1% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling