+50.7%
PFE vs ACN
+150.4%
-99.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -3.0% | -4.0% | +1.1% | -1.9% |
| 30D | +5.2% | +19.0% | -13.8% | +0.2% |
| 3M | +12.2% | +42.2% | -29.9% | +1.0% |
| 6M | +17.8% | +50.1% | -32.3% | +3.0% |
| YTD | +26.2% | -2.7% | +28.9% | +25.2% |
| 1Y | +23.2% | +7.6% | +15.6% | +18.1% |
| 3Y | +21.3% | -15.9% | +37.2% | +23.0% |
| 5Y | -23.1% | -24.4% | +1.3% | -20.6% |
| 10Y | +50.7% | +151.4% | -100.7% | -1.5% |
| All | +50.7% | +150.4% | -99.7% | -1.5% |
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