+65.7%
PPL vs ACM
+131.3%
-65.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.2% | +5.1% | -7.3% | -3.5% |
| 30D | +1.7% | +18.7% | -17.0% | -2.9% |
| 3M | +0.1% | +15.5% | -15.3% | -4.0% |
| 6M | -1.5% | +1.2% | -2.7% | -2.8% |
| YTD | +3.0% | -25.2% | +28.2% | +9.4% |
| 1Y | -1.4% | -46.3% | +44.9% | +15.3% |
| 3Y | +53.5% | -9.6% | +63.0% | +49.5% |
| 5Y | +46.4% | +4.4% | +42.0% | +34.2% |
| All | +65.7% | +131.3% | -65.6% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling