+59.9%
PPL vs ACM
-21.7%
+81.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | -3.7% | +6.4% | +2.9% |
| 30D | +0.5% | -11.1% | +11.6% | +1.3% |
| 3M | +0.7% | -8.0% | +8.6% | +1.2% |
| 6M | -7.6% | -29.7% | +22.1% | -4.7% |
| YTD | +1.8% | -29.4% | +31.2% | +4.6% |
| 1Y | -0.8% | -46.4% | +45.7% | +5.9% |
| All | +59.9% | -21.7% | +81.6% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling