+54.2%
PPL vs ALLE
+144.1%
-90.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +0.5% | -6.8% | +7.3% | +3.0% |
| 3M | +0.7% | +21.0% | -20.4% | -6.7% |
| 6M | -7.6% | +1.1% | -8.7% | -8.7% |
| YTD | +1.8% | -0.5% | +2.4% | +0.8% |
| 1Y | -0.8% | -7.3% | +6.5% | +0.7% |
| 3Y | +56.9% | +42.3% | +14.6% | +31.2% |
| 5Y | +39.5% | +13.5% | +26.1% | +25.8% |
| All | +54.2% | +144.1% | -90.0% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling