+1,697.2%
ACN vs PPL
+312.4%
+1,384.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +2.7% | -4.2% | -2.6% |
| 30D | +9.4% | +0.5% | +8.9% | +9.1% |
| 3M | +5.6% | +0.7% | +5.0% | +5.2% |
| 6M | -9.3% | -7.6% | -1.7% | -6.8% |
| YTD | -29.0% | +1.8% | -30.8% | -29.9% |
| 1Y | -24.7% | -0.8% | -23.9% | -25.1% |
| 3Y | -39.8% | +56.9% | -96.7% | -51.1% |
| 5Y | -40.9% | +39.5% | -80.4% | -49.8% |
| 10Y | +91.1% | +55.4% | +35.7% | +49.2% |
| All | +1,697.2% | +312.4% | +1,384.8% | +677.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling