+31.0%
PG vs ALC
-9.1%
+40.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.4% |
| 7D | +2.7% | -1.1% | +3.8% | +2.9% |
| 30D | +9.2% | +16.0% | -6.9% | +6.2% |
| 3M | +18.5% | +0.8% | +17.7% | +18.1% |
| 6M | +21.1% | +16.8% | +4.2% | +17.4% |
| YTD | +21.9% | -5.5% | +27.4% | +22.4% |
| 1Y | +18.1% | -5.3% | +23.3% | +18.5% |
| 3Y | +20.6% | +4.1% | +16.5% | +16.8% |
| All | +31.0% | -9.1% | +40.1% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling