+2,472.7%
ACN vs PPL
+326.4%
+2,146.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | +7.3% | +1.0% | +6.2% | +6.8% |
| 30D | +38.2% | +6.8% | +31.4% | +34.6% |
| 3M | +56.6% | +3.9% | +52.7% | +54.0% |
| 6M | +51.1% | -2.0% | +53.1% | +51.8% |
| 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% | -27.0% |
| 5Y | -21.4% | +49.1% | -70.5% | -35.0% |
| 10Y | +167.1% | +63.6% | +103.5% | +104.4% |
| All | +2,472.7% | +326.4% | +2,146.3% | +997.2% |
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