+26.0%
PPG vs ALLE
+155.7%
-129.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -0.8% |
| 7D | -3.7% | -2.2% | -1.6% | -2.5% |
| 30D | -7.2% | -8.3% | +1.1% | -2.5% |
| 3M | -7.3% | +16.3% | -23.6% | -15.5% |
| 6M | +0.3% | +1.8% | -1.5% | -1.3% |
| YTD | +6.5% | -3.9% | +10.5% | +8.0% |
| 1Y | +0.5% | -10.0% | +10.6% | +5.7% |
| 3Y | -15.3% | +45.8% | -61.1% | -33.5% |
| 5Y | -22.9% | +13.3% | -36.2% | -31.8% |
| All | +26.0% | +155.7% | -129.6% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling