+9.6%
ACN vs PPL
-0.2%
+9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | +24.6% | +4.3% | +20.4% | +24.4% |
| 3M | +46.2% | +2.9% | +43.3% | +45.8% |
| 6M | +46.2% | +1.1% | +45.1% | +46.5% |
| YTD | -0.9% | +4.5% | -5.3% | -0.8% |
| All | +9.6% | -0.2% | +9.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling