+7.0%
ACN vs PPL
+0.9%
+6.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +22.6% | +4.2% | +18.4% | +22.4% |
| 3M | +45.9% | +1.5% | +44.4% | +45.6% |
| 6M | +43.8% | +1.0% | +42.8% | +44.1% |
| YTD | -2.5% | +4.4% | -6.9% | -2.4% |
| All | +7.0% | +0.9% | +6.1% | +6.0% |
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