-13.3%
PPG vs ALLE
+49.7%
-63.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | 0.0% | +2.8% | -2.8% | -1.5% |
| 30D | -7.8% | -7.6% | -0.2% | -3.7% |
| 3M | -2.2% | +22.8% | -25.0% | -13.2% |
| 6M | +4.1% | +4.6% | -0.5% | +1.0% |
| YTD | +9.1% | -1.2% | +10.3% | +8.5% |
| 1Y | +1.0% | -9.1% | +10.1% | +5.0% |
| 3Y | -13.3% | +50.0% | -63.2% | -30.6% |
| All | -13.3% | +49.7% | -63.0% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling