+39.4%
PPL vs ALC
-16.0%
+55.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +0.5% | -0.1% | +0.6% | +0.4% |
| 3M | +0.7% | +5.9% | -5.2% | -0.7% |
| 6M | -7.6% | -15.9% | +8.3% | -4.6% |
| YTD | +1.8% | -10.1% | +11.9% | +3.5% |
| 1Y | -0.8% | -10.2% | +9.5% | +0.7% |
| 3Y | +56.9% | -13.6% | +70.4% | +58.1% |
| All | +39.4% | -16.0% | +55.4% | +33.6% |
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