+1.6%
PG vs ALC
-19.1%
+20.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.8% | -6.3% | +5.5% | +0.1% |
| 30D | +0.8% | -10.3% | +11.1% | +2.4% |
| 3M | -1.3% | -0.7% | -0.6% | -1.3% |
| 6M | -3.8% | -17.8% | +14.0% | -1.5% |
| YTD | +3.6% | -15.8% | +19.4% | +5.7% |
| 1Y | -5.7% | -16.7% | +11.0% | -3.8% |
| 3Y | +1.6% | -19.7% | +21.3% | +3.6% |
| All | +1.6% | -19.1% | +20.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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