+403.6%
PPG vs ACM
+252.1%
+151.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +0.7% | +5.6% | -4.9% | -1.6% |
| 30D | +17.6% | +20.8% | -3.3% | +8.7% |
| 3M | +7.5% | +11.4% | -4.0% | +2.4% |
| 6M | +17.6% | +0.9% | +16.7% | +15.9% |
| YTD | +22.6% | -24.8% | +47.4% | +34.9% |
| 1Y | +28.0% | -46.4% | +74.4% | +61.9% |
| 3Y | +1.8% | -9.2% | +11.0% | +1.8% |
| 5Y | -15.5% | +5.0% | -20.5% | -20.6% |
| 10Y | +54.9% | +130.6% | -75.7% | -0.9% |
| All | +403.6% | +252.1% | +151.5% | +135.2% |
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