-41.6%
ACI vs PPG
-24.4%
-17.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | -7.1% | -5.1% | -1.9% | -6.2% |
| 30D | -4.5% | -9.6% | +5.1% | -2.8% |
| 3M | -22.3% | -6.4% | -15.8% | -21.4% |
| 6M | -28.4% | +0.5% | -28.9% | -28.7% |
| YTD | -29.5% | +4.4% | -33.9% | -30.3% |
| 1Y | -34.2% | -0.9% | -33.3% | -34.5% |
| 3Y | -45.7% | -17.0% | -28.7% | -44.6% |
| All | -41.6% | -24.4% | -17.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling