+12.6%
PG vs ALLE
+11.9%
+0.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.5% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -2.6% | -8.3% | +5.7% | -1.2% |
| 3M | -3.3% | +16.3% | -19.6% | -6.0% |
| 6M | -6.7% | +1.8% | -8.5% | -7.3% |
| YTD | +1.7% | -3.9% | +5.7% | +1.9% |
| 1Y | -7.9% | -10.0% | +2.1% | -6.8% |
| 3Y | +0.9% | +45.8% | -44.9% | -7.8% |
| 5Y | +12.6% | +13.3% | -0.6% | +7.1% |
| All | +12.6% | +11.9% | +0.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling