+74.4%
ACWI vs PPG
+2.4%
+71.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | -2.6% | +17.7% | -20.3% | -7.6% |
| 3M | -3.2% | +7.4% | -10.6% | -5.5% |
| 6M | +1.9% | +16.4% | -14.5% | -3.7% |
| YTD | +11.3% | +22.4% | -11.0% | +2.5% |
| 1Y | +11.7% | +28.6% | -16.9% | +0.8% |
| All | +74.4% | +2.4% | +71.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling