+61.1%
PPL vs ACWI
+219.2%
-158.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +3.2% |
| 7D | +1.0% | -4.0% | +5.1% | +3.5% |
| 30D | +6.8% | -5.8% | +12.6% | +10.7% |
| 3M | +3.9% | -5.0% | +8.9% | +7.0% |
| 6M | -2.0% | +0.7% | -2.7% | -3.2% |
| YTD | +5.3% | +8.4% | -3.2% | -1.3% |
| 1Y | +2.2% | +10.1% | -7.9% | -5.3% |
| 3Y | +56.7% | +70.8% | -14.0% | +4.2% |
| 5Y | +49.1% | +55.4% | -6.3% | +5.3% |
| All | +61.1% | +219.2% | -158.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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