+716.9%
PG vs ACN
+1,600.0%
-883.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -3.4% | -6.3% | +2.9% | -2.3% |
| 30D | -2.6% | -1.4% | -1.2% | -2.5% |
| 3M | -3.3% | +2.6% | -5.9% | -4.5% |
| 6M | -6.7% | -14.3% | +7.6% | -5.2% |
| YTD | +1.7% | -33.1% | +34.9% | +7.8% |
| 1Y | -7.9% | -28.8% | +20.9% | -3.8% |
| 3Y | +0.9% | -43.0% | +43.9% | +8.7% |
| 5Y | +12.6% | -44.0% | +56.7% | +20.3% |
| 10Y | +117.2% | +88.5% | +28.7% | +86.2% |
| All | +716.9% | +1,600.0% | -883.1% | +450.6% |
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