+64.4%
PPL vs ALLE
+233.6%
-169.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.3% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | +4.2% | +26.6% | -22.4% | -4.6% |
| 3M | +1.5% | +13.2% | -11.7% | -3.4% |
| 6M | +1.0% | +42.9% | -41.8% | -12.2% |
| YTD | +4.4% | +21.0% | -16.6% | -4.2% |
| 1Y | +0.8% | +15.2% | -14.4% | -5.8% |
| 3Y | +56.5% | +95.6% | -39.1% | +15.3% |
| 5Y | +47.7% | +53.4% | -5.7% | +17.7% |
| 10Y | +64.4% | +221.5% | -157.1% | +8.4% |
| All | +64.4% | +233.6% | -169.2% | +8.4% |
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