+2,464.1%
ACN vs PPL
+323.1%
+2,141.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +8.6% | +1.8% | +6.8% | +7.8% |
| 30D | +36.6% | +8.4% | +28.2% | +32.2% |
| 3M | +56.3% | +2.4% | +53.9% | +54.6% |
| 6M | +49.7% | -4.0% | +53.6% | +51.6% |
| YTD | +1.3% | +4.5% | -3.1% | -1.1% |
| 1Y | +11.9% | +1.7% | +10.2% | +10.2% |
| 3Y | -10.6% | +55.5% | -66.1% | -27.1% |
| 5Y | -21.3% | +47.0% | -68.4% | -34.6% |
| 10Y | +166.2% | +62.4% | +103.9% | +104.3% |
| All | +2,464.1% | +323.1% | +2,141.0% | +996.9% |
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