-22.9%
PPG vs ACGL
+152.7%
-175.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | -3.7% | -2.1% | -1.6% | -3.1% |
| 30D | -7.2% | -2.2% | -5.0% | -6.6% |
| 3M | -7.3% | +6.3% | -13.6% | -9.5% |
| 6M | +0.3% | +0.5% | -0.3% | -0.4% |
| YTD | +6.5% | +0.2% | +6.3% | +5.8% |
| 1Y | +0.5% | +7.3% | -6.7% | -2.8% |
| 3Y | -15.3% | +30.8% | -46.1% | -26.8% |
| 5Y | -22.9% | +155.8% | -178.7% | -54.3% |
| All | -22.9% | +152.7% | -175.6% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling