+53.6%
PPL vs ALC
+34.7%
+19.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +1.0% | +7.6% | -6.6% | -1.3% |
| 30D | +6.8% | +21.1% | -14.3% | +0.6% |
| 3M | +3.9% | +8.5% | -4.6% | +1.0% |
| 6M | -2.0% | +2.8% | -4.9% | -3.6% |
| YTD | +5.3% | -2.4% | +7.7% | +4.9% |
| 1Y | +2.2% | +3.5% | -1.3% | -0.3% |
| 3Y | +56.7% | +4.2% | +52.5% | +47.8% |
| 5Y | +49.1% | -9.0% | +58.1% | +45.4% |
| All | +53.6% | +34.7% | +19.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling