+52.9%
PPG vs ALLE
+260.9%
-207.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -5.0% | -6.8% | +1.8% | -1.2% |
| 3M | +1.1% | +21.0% | -19.9% | -9.6% |
| 6M | -3.2% | +1.1% | -4.3% | -4.2% |
| YTD | +11.9% | -0.5% | +12.4% | +11.2% |
| 1Y | +5.3% | -7.3% | +12.6% | +8.7% |
| 3Y | -15.0% | +42.3% | -57.3% | -31.8% |
| 5Y | -19.6% | +13.5% | -33.1% | -28.6% |
| 10Y | +27.0% | +144.0% | -117.0% | -25.6% |
| All | +52.9% | +260.9% | -207.9% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling