+4.7%
PEP vs ACN
-40.9%
+45.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.2% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | +0.2% | +9.4% | -9.1% | -1.0% |
| 3M | -1.1% | +5.6% | -6.8% | -2.6% |
| 6M | -13.5% | -9.3% | -4.2% | -13.3% |
| YTD | -1.2% | -29.0% | +27.8% | +2.3% |
| 1Y | -1.6% | -24.7% | +23.1% | +0.6% |
| 3Y | -12.5% | -39.8% | +27.3% | -8.5% |
| All | +4.7% | -40.9% | +45.7% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling