+359.7%
PPG vs ACM
+230.8%
+128.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -1.5% | -3.7% | +2.3% | +0.1% |
| 30D | -5.0% | -11.1% | +6.2% | -0.8% |
| 3M | +1.1% | -8.0% | +9.1% | +3.8% |
| 6M | -3.2% | -29.7% | +26.5% | +10.7% |
| YTD | +11.9% | -29.4% | +41.2% | +26.5% |
| 1Y | +5.3% | -46.4% | +51.8% | +33.1% |
| 3Y | -15.0% | -22.3% | +7.4% | -9.2% |
| 5Y | -19.6% | +4.5% | -24.1% | -24.5% |
| 10Y | +27.0% | +127.6% | -100.6% | -18.4% |
| All | +359.7% | +230.8% | +128.9% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling