+3.7%
PPG vs ACGL
+34.9%
-31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.3% |
| 7D | +3.2% | +1.3% | +2.0% | +2.9% |
| 30D | +20.4% | +14.2% | +6.2% | +17.0% |
| 3M | +8.4% | +11.1% | -2.7% | +5.9% |
| 6M | +15.6% | +16.4% | -0.7% | +11.6% |
| YTD | +24.4% | +13.8% | +10.6% | +20.5% |
| 1Y | +32.9% | +21.6% | +11.3% | +26.8% |
| 3Y | +3.7% | +33.5% | -29.8% | +2.9% |
| All | +3.7% | +34.9% | -31.2% | +2.9% |
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