+186.8%
PG vs ALLE
+338.1%
-151.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | +17.4% | +14.8% | +2.6% | +13.5% |
| 6M | +18.4% | +45.9% | -27.5% | +8.0% |
| YTD | +20.7% | +20.7% | -0.1% | +14.6% |
| 1Y | +16.8% | +14.2% | +2.6% | +12.4% |
| 3Y | +20.1% | +90.7% | -70.5% | +0.4% |
| 5Y | +30.4% | +50.6% | -20.1% | +13.9% |
| 10Y | +163.7% | +208.9% | -45.2% | +92.9% |
| All | +186.8% | +338.1% | -151.3% | +101.9% |
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