-21.4%
ACN vs PPL
+47.7%
-69.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +7.3% | +1.0% | +6.2% | +6.9% |
| 30D | +38.2% | +6.8% | +31.4% | +35.0% |
| 3M | +56.6% | +3.9% | +52.7% | +54.2% |
| 6M | +51.1% | -2.0% | +53.1% | +52.0% |
| YTD | +1.7% | +5.3% | -3.6% | -1.1% |
| 1Y | +10.1% | +2.2% | +7.9% | +8.2% |
| 3Y | -10.3% | +56.7% | -67.0% | -29.7% |
| 5Y | -21.4% | +49.1% | -70.5% | -36.2% |
| All | -21.4% | +47.7% | -69.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling