+39.4%
PPL vs ACI
-42.9%
+82.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +0.5% | +5.9% | -5.4% | -0.2% |
| 3M | +0.7% | -19.8% | +20.4% | +2.8% |
| 6M | -7.6% | -24.7% | +17.1% | -5.0% |
| YTD | +1.8% | -24.4% | +26.2% | +4.4% |
| 1Y | -0.8% | -31.5% | +30.7% | +3.0% |
| 3Y | +56.9% | -38.7% | +95.6% | +64.8% |
| All | +39.4% | -42.9% | +82.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling