-23.7%
PPG vs ALC
-19.4%
-4.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -0.7% |
| 7D | -5.1% | -7.7% | +2.5% | -1.7% |
| 30D | -9.6% | -11.7% | +2.1% | -4.4% |
| 3M | -6.4% | +0.7% | -7.1% | -7.0% |
| 6M | +0.5% | -17.1% | +17.6% | +8.6% |
| YTD | +4.4% | -15.1% | +19.6% | +11.3% |
| 1Y | -0.9% | -14.1% | +13.2% | +4.8% |
| 3Y | -17.0% | -18.2% | +1.2% | -12.2% |
| 5Y | -23.7% | -19.2% | -4.5% | -23.7% |
| All | -23.7% | -19.4% | -4.3% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling