+7.1%
PPG vs ALC
+16.1%
-9.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -6.2% | -6.3% | +0.1% | -3.3% |
| 30D | -7.9% | -10.3% | +2.3% | -3.2% |
| 3M | -10.2% | -0.7% | -9.5% | -10.2% |
| 6M | +2.7% | -17.8% | +20.5% | +11.7% |
| YTD | +4.9% | -15.8% | +20.7% | +12.4% |
| 1Y | -3.2% | -16.7% | +13.5% | +4.1% |
| 3Y | -17.0% | -19.7% | +2.7% | -11.2% |
| 5Y | -23.3% | -19.8% | -3.5% | -20.0% |
| All | +7.1% | +16.1% | -9.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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