+77.6%
ACWI vs PPG
-13.4%
+91.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | -0.2% | -7.8% | +7.6% | +2.4% |
| 3M | +4.7% | -2.2% | +6.9% | +5.0% |
| 6M | +14.5% | +4.1% | +10.3% | +11.9% |
| YTD | +14.6% | +9.1% | +5.5% | +9.5% |
| 1Y | +21.4% | +1.0% | +20.5% | +19.3% |
| 3Y | +77.6% | -13.3% | +90.9% | +77.0% |
| All | +77.6% | -13.4% | +91.0% | +77.0% |
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