+116.1%
PG vs ALLE
+158.4%
-42.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | +0.8% | -7.7% | +8.5% | +2.8% |
| 3M | -1.3% | +15.2% | -16.5% | -5.0% |
| 6M | -3.8% | +5.4% | -9.2% | -5.5% |
| YTD | +3.6% | -2.9% | +6.5% | +3.6% |
| 1Y | -5.7% | -12.8% | +7.0% | -3.3% |
| 3Y | +1.6% | +47.2% | -45.6% | -10.5% |
| 5Y | +14.6% | +13.5% | +1.1% | +7.0% |
| All | +116.1% | +158.4% | -42.2% | +66.2% |
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