0.0%
PPL vs ACI
-23.2%
+23.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -1.2% | -5.9% | +4.7% | -1.0% |
| 30D | +4.2% | +7.2% | -3.0% | +3.9% |
| 3M | +1.5% | +8.8% | -7.3% | +1.2% |
| 6M | +1.0% | -17.2% | +18.2% | +1.9% |
| YTD | +4.4% | -21.3% | +25.6% | +5.5% |
| All | 0.0% | -23.2% | +23.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling