+112.7%
PG vs ALLE
+154.9%
-42.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.7% | -2.8% | +0.1% | -2.0% |
| 30D | -1.5% | -10.2% | +8.7% | +1.0% |
| 3M | -3.4% | +17.4% | -20.8% | -7.4% |
| 6M | -7.0% | +3.3% | -10.3% | -8.2% |
| YTD | +2.0% | -4.2% | +6.2% | +2.3% |
| 1Y | -6.5% | -10.5% | +4.1% | -4.7% |
| 3Y | +1.2% | +45.4% | -44.2% | -10.6% |
| 5Y | +12.8% | +11.9% | +0.9% | +5.6% |
| All | +112.7% | +154.9% | -42.2% | +64.2% |
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