+23.5%
PPG vs ALLE
+154.9%
-131.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -5.1% | -2.8% | -2.4% | -3.6% |
| 30D | -9.6% | -10.2% | +0.6% | -3.9% |
| 3M | -6.4% | +17.4% | -23.9% | -15.1% |
| 6M | +0.5% | +3.3% | -2.8% | -1.9% |
| YTD | +4.4% | -4.2% | +8.7% | +6.0% |
| 1Y | -0.9% | -10.5% | +9.6% | +4.5% |
| 3Y | -17.0% | +45.4% | -62.3% | -34.7% |
| 5Y | -23.7% | +11.9% | -35.6% | -32.0% |
| All | +23.5% | +154.9% | -131.3% | -25.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling