-22.9%
PPG vs ACM
+2.7%
-25.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -1.0% |
| 7D | -3.7% | -3.7% | -0.1% | -2.1% |
| 30D | -7.2% | -12.7% | +5.5% | -1.9% |
| 3M | -7.3% | -9.8% | +2.5% | -3.7% |
| 6M | +0.3% | -31.4% | +31.7% | +18.4% |
| YTD | +6.5% | -32.1% | +38.6% | +24.8% |
| 1Y | +0.5% | -47.8% | +48.3% | +34.8% |
| 3Y | -15.3% | -22.1% | +6.8% | -12.8% |
| 5Y | -22.9% | +1.8% | -24.7% | -31.4% |
| All | -22.9% | +2.7% | -25.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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