-51.8%
ACHR vs PPL
+62.0%
-113.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.4% |
| 7D | +15.3% | -1.2% | +16.6% | +15.8% |
| 30D | -3.0% | +4.2% | -7.3% | -4.8% |
| 3M | -14.0% | +1.5% | -15.5% | -14.7% |
| 6M | -25.8% | +1.0% | -26.8% | -26.8% |
| YTD | -36.0% | +4.4% | -40.4% | -38.5% |
| 1Y | -41.2% | +0.8% | -42.0% | -42.4% |
| 3Y | -8.6% | +56.5% | -65.0% | -30.3% |
| 5Y | -20.6% | +47.7% | -68.3% | -38.7% |
| All | -51.8% | +62.0% | -113.8% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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