-24.4%
ACN vs PPL
+47.2%
-71.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -4.0% | -1.0% | -3.1% | -3.7% |
| 30D | +19.0% | +3.0% | +16.0% | +17.7% |
| 3M | +42.2% | +1.1% | +41.1% | +41.5% |
| 6M | +50.1% | -0.8% | +50.9% | +50.3% |
| YTD | -2.7% | +3.5% | -6.2% | -4.8% |
| 1Y | +7.6% | -0.9% | +8.5% | +7.1% |
| 3Y | -15.9% | +54.2% | -70.1% | -33.6% |
| 5Y | -24.4% | +46.3% | -70.7% | -38.1% |
| All | -24.4% | +47.2% | -71.5% | -38.1% |
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 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