+67.9%
PPL vs ACGL
+324.4%
-256.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.4% | +2.2% | -2.5% | -1.2% |
| 30D | +2.6% | +12.3% | -9.7% | -2.1% |
| 3M | +0.8% | +11.8% | -11.0% | -3.8% |
| 6M | +1.4% | +17.5% | -16.0% | -5.3% |
| YTD | +4.3% | +14.3% | -10.0% | -2.0% |
| 1Y | +0.8% | +18.2% | -17.4% | -6.6% |
| 3Y | +57.9% | +33.2% | +24.8% | +35.9% |
| 5Y | +48.3% | +174.3% | -126.0% | -12.1% |
| All | +67.9% | +324.4% | -256.5% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling