-20.7%
PFE vs ACN
-40.9%
+20.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.6% |
| 7D | +1.8% | -1.5% | +3.3% | +2.1% |
| 30D | +10.2% | +9.4% | +0.9% | +8.1% |
| 3M | +12.7% | +5.6% | +7.0% | +10.7% |
| 6M | +10.5% | -9.3% | +19.8% | +11.9% |
| YTD | +20.2% | -29.0% | +49.1% | +28.4% |
| 1Y | +24.1% | -24.7% | +48.7% | +30.4% |
| 3Y | -3.6% | -39.8% | +36.3% | +5.1% |
| All | -20.7% | -40.9% | +20.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling