-16.0%
PCG vs ALLE
+18.6%
-34.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.6% |
| 7D | +1.9% | +6.7% | -4.8% | +1.2% |
| 30D | +8.5% | +25.4% | -16.9% | +5.6% |
| 3M | -22.9% | +16.9% | -39.8% | -24.1% |
| 6M | -16.8% | +46.6% | -63.3% | -21.5% |
| YTD | -15.8% | +22.4% | -38.2% | -17.1% |
| 1Y | -16.0% | +17.7% | -33.7% | -17.5% |
| All | -16.0% | +18.6% | -34.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling