-10.5%
PCG vs ALLE
+42.6%
-53.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | -13.9% | -0.2% | -13.6% | -13.8% |
| 30D | -16.9% | -6.8% | -10.1% | -15.3% |
| 3M | -14.7% | +21.0% | -35.8% | -19.5% |
| 6M | -23.8% | +1.1% | -24.9% | -24.1% |
| YTD | -10.5% | -0.5% | -10.0% | -10.6% |
| 1Y | -5.1% | -7.3% | +2.1% | -3.2% |
| All | -10.5% | +42.6% | -53.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling