+153.7%
ACN vs PPL
+65.3%
+88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +1.6% | 0.0% | +1.5% | +1.5% |
| 30D | +24.6% | +4.3% | +20.4% | +22.5% |
| 3M | +46.2% | +2.9% | +43.3% | +44.3% |
| 6M | +46.2% | +1.1% | +45.1% | +45.0% |
| YTD | -0.9% | +4.5% | -5.3% | -3.4% |
| 1Y | +8.8% | +0.1% | +8.7% | +7.8% |
| 3Y | -14.3% | +55.7% | -70.0% | -31.2% |
| 5Y | -22.6% | +47.6% | -70.2% | -36.7% |
| 10Y | +153.7% | +66.8% | +86.9% | +86.6% |
| All | +153.7% | +65.3% | +88.4% | +86.6% |
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