+186.1%
PG vs ALLE
+340.4%
-154.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | +10.2% | +27.4% | -17.2% | +4.1% |
| 3M | +16.2% | +13.8% | +2.4% | +12.6% |
| 6M | +18.6% | +45.5% | -26.9% | +8.2% |
| YTD | +20.4% | +21.4% | -1.0% | +14.2% |
| 1Y | +16.2% | +15.4% | +0.8% | +11.5% |
| 3Y | +19.9% | +91.7% | -71.8% | +0.1% |
| 5Y | +30.3% | +54.5% | -24.2% | +13.0% |
| 10Y | +163.1% | +210.5% | -47.4% | +92.3% |
| All | +186.1% | +340.4% | -154.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling