+102.8%
PFE vs ACN
+2,439.2%
-2,336.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -1.2% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | +5.0% | +33.5% | -28.6% | -2.9% |
| 3M | +12.2% | +53.5% | -41.3% | -0.8% |
| 6M | +14.6% | +52.2% | -37.7% | +0.1% |
| YTD | +24.1% | -0.1% | +24.2% | +20.8% |
| 1Y | +26.6% | +11.0% | +15.5% | +19.5% |
| 3Y | +14.3% | -11.8% | +26.1% | +13.1% |
| 5Y | -21.9% | -22.8% | +0.9% | -21.2% |
| 10Y | +62.6% | +162.4% | -99.8% | +14.9% |
| All | +102.8% | +2,439.2% | -2,336.4% | -14.5% |
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