+49.1%
PPL vs ACM
+1.8%
+47.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +1.0% | +5.1% | -4.0% | +0.1% |
| 30D | +6.8% | +11.5% | -4.7% | +4.7% |
| 3M | +3.9% | -10.5% | +14.3% | +5.6% |
| 6M | -2.0% | -20.4% | +18.3% | +1.7% |
| YTD | +5.3% | -28.9% | +34.1% | +11.3% |
| 1Y | +2.2% | -48.7% | +50.9% | +17.3% |
| 3Y | +56.7% | -12.5% | +69.2% | +49.3% |
| 5Y | +49.1% | +0.5% | +48.5% | +31.3% |
| All | +49.1% | +1.8% | +47.3% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling