+39.4%
PPL vs ACWI
+67.7%
-28.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +0.5% | +0.9% | -0.4% | +0.1% |
| 3M | +0.7% | +2.4% | -1.7% | -0.4% |
| 6M | -7.6% | +12.4% | -20.0% | -12.4% |
| YTD | +1.8% | +15.2% | -13.3% | -4.6% |
| 1Y | -0.8% | +22.7% | -23.5% | -9.8% |
| 3Y | +56.9% | +75.8% | -18.9% | +16.4% |
| All | +39.4% | +67.7% | -28.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling