+1,332.3%
PPL vs ACGL
+4,429.2%
-3,096.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | +0.7% | +11.0% | -10.4% | -1.7% |
| 6M | -7.6% | -0.3% | -7.3% | -7.7% |
| YTD | +1.8% | +2.3% | -0.5% | +1.0% |
| 1Y | -0.8% | +6.4% | -7.1% | -2.4% |
| 3Y | +56.9% | +34.0% | +22.9% | +45.4% |
| 5Y | +39.5% | +161.6% | -122.1% | +10.9% |
| 10Y | +55.4% | +278.6% | -223.2% | +14.3% |
| All | +1,332.3% | +4,429.2% | -3,096.9% | +749.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling