+19.3%
ACI vs PPG
+18.8%
+0.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | -2.3% | -7.2% | +4.9% | -1.1% |
| 3M | -23.2% | -7.3% | -15.9% | -22.2% |
| 6M | -29.5% | +0.3% | -29.7% | -29.7% |
| YTD | -28.6% | +6.5% | -35.1% | -29.7% |
| 1Y | -34.0% | +0.5% | -34.6% | -34.4% |
| 3Y | -45.0% | -15.3% | -29.7% | -44.1% |
| 5Y | -44.0% | -22.9% | -21.1% | -43.3% |
| All | +19.3% | +18.8% | +0.4% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling