+101.7%
PPL vs ACM
+233.2%
-131.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | +1.0% | +5.1% | -4.0% | -0.1% |
| 30D | +6.8% | +11.5% | -4.7% | +4.1% |
| 3M | +3.9% | -10.5% | +14.3% | +6.0% |
| 6M | -2.0% | -20.4% | +18.3% | +2.3% |
| YTD | +5.3% | -28.9% | +34.1% | +12.1% |
| 1Y | +2.2% | -48.7% | +50.9% | +17.5% |
| 3Y | +56.7% | -12.5% | +69.2% | +56.0% |
| 5Y | +49.1% | +0.5% | +48.5% | +42.2% |
| 10Y | +63.6% | +161.2% | -97.5% | +19.6% |
| All | +101.7% | +233.2% | -131.5% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling