-61.6%
PCG vs ALLE
+344.1%
-405.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | +1.9% | +6.7% | -4.8% | -0.6% |
| 30D | +8.5% | +25.4% | -16.9% | -0.9% |
| 3M | -22.9% | +16.9% | -39.8% | -27.7% |
| 6M | -16.8% | +46.6% | -63.3% | -29.1% |
| YTD | -15.8% | +22.4% | -38.2% | -23.3% |
| 1Y | -16.0% | +17.7% | -33.7% | -22.4% |
| 3Y | -18.9% | +96.3% | -115.3% | -40.3% |
| 5Y | +17.4% | +57.4% | -40.0% | -7.3% |
| 10Y | -76.4% | +241.0% | -317.4% | -84.9% |
| All | -61.6% | +344.1% | -405.8% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling