-42.7%
ACHR vs PPL
+58.1%
-100.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.7% | +2.7% | -3.4% | -1.8% |
| 30D | +9.8% | +0.5% | +9.3% | +9.5% |
| 3M | -10.5% | +0.7% | -11.2% | -11.6% |
| 6M | -15.5% | -7.6% | -7.9% | -13.4% |
| YTD | -24.1% | +1.8% | -25.9% | -26.1% |
| 1Y | -32.4% | -0.8% | -31.7% | -33.3% |
| 3Y | -11.6% | +56.9% | -68.5% | -32.6% |
| 5Y | -42.9% | +39.5% | -82.4% | -55.1% |
| All | -42.7% | +58.1% | -100.8% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling