+3.3%
PEP vs ACN
-21.8%
+25.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +6.7% | +7.3% | -0.6% | +5.7% |
| 30D | +13.5% | +38.2% | -24.7% | +9.0% |
| 3M | +3.9% | +56.6% | -52.6% | -2.1% |
| 6M | -6.0% | +51.1% | -57.1% | -11.8% |
| YTD | +2.5% | +1.7% | +0.8% | +1.1% |
| 1Y | +3.9% | +10.1% | -6.1% | +1.0% |
| 3Y | -4.7% | -10.3% | +5.7% | -5.8% |
| All | +3.3% | -21.8% | +25.1% | +1.9% |
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