+151.8%
ACN vs PPL
+65.0%
+86.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.7% | -2.2% | -3.5% | -4.9% |
| 30D | +17.0% | +1.7% | +15.4% | +16.3% |
| 3M | +39.9% | +0.1% | +39.7% | +39.6% |
| 6M | +50.2% | -1.5% | +51.7% | +50.7% |
| YTD | -4.2% | +3.0% | -7.1% | -6.0% |
| 1Y | +4.3% | -1.4% | +5.7% | +4.0% |
| 3Y | -17.1% | +53.5% | -70.6% | -33.1% |
| 5Y | -26.5% | +46.4% | -72.9% | -39.7% |
| All | +151.8% | +65.0% | +86.8% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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