+96.3%
PFE vs ACN
+1,705.6%
-1,609.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.4% |
| 7D | +1.8% | -1.5% | +3.3% | +2.1% |
| 30D | +10.2% | +9.4% | +0.9% | +7.5% |
| 3M | +12.7% | +5.6% | +7.0% | +9.9% |
| 6M | +10.5% | -9.3% | +19.8% | +11.6% |
| YTD | +20.2% | -29.0% | +49.1% | +29.1% |
| 1Y | +24.1% | -24.7% | +48.7% | +30.8% |
| 3Y | -3.6% | -39.8% | +36.3% | +6.5% |
| 5Y | -20.9% | -40.9% | +20.1% | -13.7% |
| 10Y | +35.8% | +91.1% | -55.3% | +5.1% |
| All | +96.3% | +1,705.6% | -1,609.3% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling