+21.1%
PFE vs ACN
-28.4%
+49.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.7% |
| 7D | -2.7% | -4.8% | +2.2% | -2.0% |
| 30D | +3.8% | +1.9% | +2.0% | +3.5% |
| 3M | +10.4% | +3.9% | +6.5% | +9.2% |
| 6M | +6.3% | -15.0% | +21.3% | +8.4% |
| YTD | +17.4% | -31.9% | +49.3% | +25.6% |
| 1Y | +21.1% | -28.5% | +49.6% | +27.9% |
| All | +21.1% | -28.4% | +49.6% | +27.9% |
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 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