+93.1%
ACN vs PPG
+26.9%
+66.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.2% |
| 7D | -1.5% | -6.2% | +4.7% | +1.5% |
| 30D | +2.1% | -7.9% | +10.0% | +6.1% |
| 3M | +11.1% | -10.2% | +21.3% | +16.2% |
| 6M | -6.8% | +2.7% | -9.5% | -10.0% |
| YTD | -30.0% | +4.9% | -34.9% | -33.7% |
| 1Y | -23.1% | -3.2% | -19.9% | -24.1% |
| 3Y | -40.4% | -17.0% | -23.4% | -37.6% |
| 5Y | -41.6% | -23.3% | -18.2% | -37.4% |
| All | +93.1% | +26.9% | +66.2% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling