+16.0%
PCG vs ALLE
+51.8%
-35.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +5.8% | +20.6% | -14.7% | -0.5% |
| 3M | -22.8% | +11.4% | -34.2% | -25.5% |
| 6M | -18.4% | +42.5% | -61.0% | -27.9% |
| YTD | -16.9% | +18.9% | -35.7% | -22.0% |
| 1Y | -17.6% | +14.2% | -31.8% | -21.7% |
| 3Y | -20.0% | +90.7% | -110.7% | -38.0% |
| 5Y | +16.0% | +52.5% | -36.5% | -1.1% |
| All | +16.0% | +51.8% | -35.8% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling