+926.7%
PPG vs ACGL
+4,429.2%
-3,502.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -1.5% | -0.7% | -0.7% | -1.3% |
| 30D | -5.0% | -1.0% | -4.0% | -4.7% |
| 3M | +1.1% | +11.0% | -9.9% | -2.3% |
| 6M | -3.2% | -0.3% | -2.8% | -3.4% |
| YTD | +11.9% | +2.3% | +9.6% | +10.5% |
| 1Y | +5.3% | +6.4% | -1.1% | +2.6% |
| 3Y | -15.0% | +34.0% | -49.0% | -24.1% |
| 5Y | -19.6% | +161.6% | -181.2% | -42.0% |
| 10Y | +27.0% | +278.6% | -251.5% | -18.8% |
| All | +926.7% | +4,429.2% | -3,502.5% | +328.9% |
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 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