-45.7%
ACI vs PPG
-17.7%
-28.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -7.1% | -5.1% | -1.9% | -6.3% |
| 30D | -4.5% | -9.6% | +5.1% | -2.9% |
| 3M | -22.3% | -6.4% | -15.8% | -21.4% |
| 6M | -28.4% | +0.5% | -28.9% | -28.5% |
| YTD | -29.5% | +4.4% | -33.9% | -30.1% |
| 1Y | -34.2% | -0.9% | -33.3% | -34.4% |
| All | -45.7% | -17.7% | -28.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling