+165.5%
PG vs ALLE
+208.6%
-43.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.6% | +1.6% | -1.0% | +0.2% |
| 30D | +10.5% | +24.1% | -13.6% | +4.7% |
| 3M | +17.4% | +14.8% | +2.6% | +13.3% |
| 6M | +18.4% | +45.9% | -27.5% | +7.3% |
| YTD | +20.7% | +20.7% | -0.1% | +14.2% |
| 1Y | +16.8% | +14.2% | +2.6% | +12.1% |
| 3Y | +20.1% | +90.7% | -70.5% | -1.1% |
| 5Y | +30.4% | +50.6% | -20.1% | +13.0% |
| All | +165.5% | +208.6% | -43.0% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling