+67.3%
PPG vs ALLE
+338.1%
-270.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -0.2% | +1.6% | -1.7% | -1.0% |
| 30D | +17.7% | +24.1% | -6.4% | +4.2% |
| 3M | +7.4% | +14.8% | -7.4% | -0.8% |
| 6M | +16.4% | +45.9% | -29.5% | -6.4% |
| YTD | +22.4% | +20.7% | +1.6% | +8.9% |
| 1Y | +28.6% | +14.2% | +14.4% | +18.0% |
| 3Y | +2.0% | +90.7% | -88.7% | -30.7% |
| 5Y | -15.6% | +50.6% | -66.2% | -35.8% |
| 10Y | +54.6% | +208.9% | -154.2% | -20.5% |
| All | +67.3% | +338.1% | -270.8% | -24.7% |
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