+68.4%
PG vs ALC
+21.6%
+46.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | -0.4% | -3.7% | +3.2% | +0.4% |
| 30D | -0.1% | -3.7% | +3.6% | +0.7% |
| 3M | +1.1% | +4.6% | -3.5% | 0.0% |
| 6M | -3.8% | -14.6% | +10.8% | -0.8% |
| YTD | +3.8% | -11.9% | +15.7% | +6.1% |
| 1Y | -5.8% | -13.1% | +7.4% | -3.5% |
| 3Y | +3.0% | -15.0% | +18.0% | +4.4% |
| 5Y | +14.5% | -16.2% | +30.7% | +14.5% |
| All | +68.4% | +21.6% | +46.9% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling