+116.1%
PG vs ACN
+97.5%
+18.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +0.8% | +2.1% | -1.3% | +0.2% |
| 3M | -1.3% | +11.1% | -12.4% | -4.9% |
| 6M | -3.8% | -6.8% | +3.0% | -3.6% |
| YTD | +3.6% | -30.0% | +33.7% | +11.7% |
| 1Y | -5.7% | -23.1% | +17.4% | -1.5% |
| 3Y | +1.6% | -40.4% | +42.0% | +11.9% |
| 5Y | +14.6% | -41.6% | +56.2% | +24.1% |
| All | +116.1% | +97.5% | +18.6% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling