-0.9%
PPG vs ACGL
+8.0%
-8.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -5.1% | -3.6% | -1.5% | -4.6% |
| 30D | -9.6% | -2.1% | -7.5% | -9.3% |
| 3M | -6.4% | +5.4% | -11.8% | -7.3% |
| 6M | +0.5% | 0.0% | +0.5% | +0.1% |
| YTD | +4.4% | +0.3% | +4.1% | +3.6% |
| 1Y | -0.9% | +6.2% | -7.1% | -1.4% |
| All | -0.9% | +8.0% | -8.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling