+52.8%
PPL vs ALC
+31.8%
+21.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +0.4% | +4.9% | -4.5% | -1.1% |
| 30D | +5.4% | +19.0% | -13.5% | -0.1% |
| 3M | +4.3% | +7.8% | -3.5% | +1.6% |
| 6M | -1.3% | +14.6% | -15.9% | -5.8% |
| YTD | +4.7% | -4.4% | +9.1% | +5.0% |
| 1Y | +1.3% | +1.4% | -0.1% | -0.6% |
| 3Y | +57.2% | +2.5% | +54.7% | +48.9% |
| 5Y | +48.2% | -10.9% | +59.1% | +45.5% |
| All | +52.8% | +31.8% | +21.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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