+17.0%
PG vs ACN
+10.1%
+6.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +3.0% |
| 7D | +5.7% | +8.6% | -2.8% | +5.3% |
| 30D | +15.4% | +36.6% | -21.2% | +14.1% |
| 3M | +13.8% | +56.3% | -42.5% | +11.9% |
| 6M | +18.3% | +49.7% | -31.4% | +14.4% |
| YTD | +20.1% | +1.3% | +18.8% | +16.5% |
| 1Y | +17.0% | +11.9% | +5.1% | +11.1% |
| All | +17.0% | +10.1% | +6.9% | +11.1% |
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