-39.5%
ACN vs PPL
+57.3%
-96.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.0% |
| 30D | +9.4% | +0.5% | +8.9% | +9.2% |
| 3M | +5.6% | +0.7% | +5.0% | +5.5% |
| 6M | -9.3% | -7.6% | -1.7% | -8.1% |
| YTD | -29.0% | +1.8% | -30.8% | -29.5% |
| 1Y | -24.7% | -0.8% | -23.9% | -24.9% |
| All | -39.5% | +57.3% | -96.8% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling