-15.7%
PPG vs ALC
-16.2%
+0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -3.7% | -5.3% | +1.5% | -1.8% |
| 30D | -7.2% | -7.1% | -0.1% | -4.7% |
| 3M | -7.3% | +0.8% | -8.1% | -7.8% |
| 6M | +0.3% | -16.0% | +16.2% | +6.5% |
| YTD | +6.5% | -12.7% | +19.3% | +11.3% |
| 1Y | +0.5% | -12.8% | +13.4% | +4.9% |
| All | -15.7% | -16.2% | +0.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling