+60.2%
PPL vs ACWI
+219.0%
-158.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | -2.4% | +2.8% | +1.8% |
| 30D | +5.4% | -5.2% | +10.6% | +8.8% |
| 3M | +4.3% | -4.8% | +9.1% | +7.3% |
| 6M | -1.3% | -1.3% | 0.0% | -1.2% |
| YTD | +4.7% | +8.4% | -3.7% | -1.9% |
| 1Y | +1.3% | +11.0% | -9.8% | -6.7% |
| 3Y | +57.2% | +70.6% | -13.3% | +4.6% |
| 5Y | +48.2% | +55.3% | -7.1% | +4.7% |
| All | +60.2% | +219.0% | -158.8% | -35.1% |
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