+1,042.0%
PPG vs ACGL
+4,938.9%
-3,897.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +3.2% | +1.3% | +2.0% | +2.9% |
| 30D | +20.4% | +14.2% | +6.2% | +15.6% |
| 3M | +8.4% | +11.1% | -2.7% | +4.9% |
| 6M | +15.6% | +16.4% | -0.7% | +10.0% |
| YTD | +24.4% | +13.8% | +10.6% | +19.0% |
| 1Y | +32.9% | +21.6% | +11.3% | +24.6% |
| 3Y | +3.7% | +33.5% | -29.8% | -7.0% |
| 5Y | -13.7% | +174.8% | -188.6% | -38.6% |
| 10Y | +55.5% | +330.4% | -274.9% | -4.2% |
| All | +1,042.0% | +4,938.9% | -3,897.0% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling