+61.1%
PPL vs ACGL
+351.1%
-290.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.0% | +6.4% | -5.3% | -1.5% |
| 30D | +6.8% | +16.6% | -9.8% | +0.4% |
| 3M | +3.9% | +11.6% | -7.7% | -0.8% |
| 6M | -2.0% | +17.5% | -19.5% | -8.5% |
| YTD | +5.3% | +15.3% | -10.0% | -1.4% |
| 1Y | +2.2% | +26.3% | -24.1% | -7.8% |
| 3Y | +56.7% | +35.9% | +20.8% | +33.7% |
| 5Y | +49.1% | +168.2% | -119.1% | -10.5% |
| All | +61.1% | +351.1% | -290.0% | -12.0% |
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