+95.1%
PPL vs ACM
+230.8%
-135.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -3.7% | +6.4% | +3.6% |
| 30D | +0.5% | -11.1% | +11.6% | +2.8% |
| 3M | +0.7% | -8.0% | +8.6% | +2.0% |
| 6M | -7.6% | -29.7% | +22.1% | -0.7% |
| YTD | +1.8% | -29.4% | +31.2% | +8.8% |
| 1Y | -0.8% | -46.4% | +45.7% | +12.9% |
| 3Y | +56.9% | -22.3% | +79.2% | +60.9% |
| 5Y | +39.5% | +4.5% | +35.1% | +31.8% |
| 10Y | +55.4% | +127.6% | -72.3% | +17.1% |
| All | +95.1% | +230.8% | -135.7% | +10.7% |
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 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