+156.5%
ACN vs PPL
+62.0%
+94.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | +33.5% | +5.4% | +28.1% | +30.7% |
| 3M | +53.5% | +4.3% | +49.2% | +50.6% |
| 6M | +52.2% | -1.3% | +53.6% | +52.6% |
| YTD | -0.1% | +4.7% | -4.8% | -2.7% |
| 1Y | +11.0% | +1.3% | +9.8% | +9.5% |
| 3Y | -11.8% | +57.2% | -69.0% | -29.6% |
| 5Y | -22.8% | +48.2% | -71.1% | -37.0% |
| All | +156.5% | +62.0% | +94.4% | +91.2% |
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