+48.5%
PPL vs ALC
-11.2%
+59.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | +0.4% | +4.9% | -4.5% | -0.6% |
| 30D | +5.4% | +19.0% | -13.5% | +1.6% |
| 3M | +4.3% | +7.8% | -3.5% | +2.4% |
| 6M | -1.3% | +14.6% | -15.9% | -4.4% |
| YTD | +4.7% | -4.4% | +9.1% | +4.9% |
| 1Y | +1.3% | +1.4% | -0.1% | 0.0% |
| 3Y | +57.2% | +2.5% | +54.7% | +51.4% |
| All | +48.5% | -11.2% | +59.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling