+1,623.2%
ACN vs PPG
+637.5%
+985.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +1.9% | -7.8% | +9.7% | +5.9% |
| 3M | +3.9% | -2.2% | +6.1% | +4.2% |
| 6M | -15.0% | +4.1% | -19.2% | -18.5% |
| YTD | -31.9% | +9.1% | -41.0% | -36.6% |
| 1Y | -28.5% | +1.0% | -29.5% | -30.9% |
| 3Y | -41.9% | -13.3% | -28.6% | -40.5% |
| 5Y | -42.9% | -19.2% | -23.7% | -40.3% |
| 10Y | +88.7% | +25.9% | +62.8% | +49.6% |
| All | +1,623.2% | +637.5% | +985.8% | +341.8% |
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