+32.9%
PFE vs ACN
+85.2%
-52.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.2% |
| 7D | -2.7% | -4.8% | +2.2% | -1.3% |
| 30D | +3.8% | +1.9% | +2.0% | +3.2% |
| 3M | +10.4% | +3.9% | +6.5% | +8.1% |
| 6M | +6.3% | -15.0% | +21.3% | +9.8% |
| YTD | +17.4% | -31.9% | +49.3% | +29.3% |
| 1Y | +21.1% | -28.5% | +49.6% | +31.0% |
| 3Y | -1.6% | -41.9% | +40.3% | +11.3% |
| 5Y | -22.2% | -42.9% | +20.7% | -13.5% |
| 10Y | +32.9% | +88.7% | -55.8% | -3.2% |
| All | +32.9% | +85.2% | -52.3% | -3.2% |
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 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