+26.0%
PFE vs ACN
+5.8%
+20.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.3% |
| 7D | -4.7% | -2.5% | -2.2% | -4.4% |
| 30D | +3.4% | +22.6% | -19.3% | +1.1% |
| 3M | +9.2% | +45.9% | -36.7% | +4.3% |
| 6M | +15.8% | +43.8% | -28.0% | +10.2% |
| YTD | +23.4% | -2.5% | +25.9% | +27.0% |
| All | +26.0% | +5.8% | +20.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling