+507.4%
PEP vs ACN
+2,372.6%
-1,865.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +1.1% | -4.0% | +5.1% | +1.9% |
| 30D | +13.6% | +19.0% | -5.4% | +9.7% |
| 3M | +5.1% | +42.2% | -37.1% | -2.6% |
| 6M | -1.6% | +50.1% | -51.7% | -10.7% |
| YTD | +3.3% | -2.7% | +6.1% | +1.6% |
| 1Y | +3.2% | +7.6% | -4.4% | -0.7% |
| 3Y | -3.9% | -15.9% | +12.0% | -4.1% |
| 5Y | +4.0% | -24.4% | +28.4% | +4.8% |
| 10Y | +90.1% | +151.4% | -61.2% | +49.4% |
| All | +507.4% | +2,372.6% | -1,865.1% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling