+1.7%
PPL vs ACM
-46.6%
+48.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +1.8% | +9.5% | -7.7% | +1.6% |
| 30D | +8.4% | +14.7% | -6.3% | +8.0% |
| 3M | +2.4% | -9.5% | +11.9% | +2.3% |
| 6M | -4.0% | -18.0% | +14.1% | -3.9% |
| YTD | +4.5% | -27.3% | +31.7% | +4.5% |
| 1Y | +1.7% | -47.0% | +48.7% | +6.0% |
| All | +1.7% | -46.6% | +48.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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