-13.3%
PPG vs ACGL
+29.4%
-42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.0% |
| 7D | 0.0% | -2.9% | +3.0% | +0.6% |
| 30D | -7.8% | -2.8% | -5.0% | -7.2% |
| 3M | -2.2% | +6.8% | -9.0% | -3.7% |
| 6M | +4.1% | -1.5% | +5.7% | +4.2% |
| YTD | +9.1% | -0.2% | +9.3% | +8.7% |
| 1Y | +1.0% | +5.3% | -4.3% | -0.7% |
| 3Y | -13.3% | +30.3% | -43.5% | -19.3% |
| All | -13.3% | +29.4% | -42.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling