+49.1%
PPL vs ALLE
+51.8%
-2.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.5% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +6.8% | +20.6% | -13.8% | +1.8% |
| 3M | +3.9% | +11.4% | -7.5% | +0.9% |
| 6M | -2.0% | +42.5% | -44.6% | -10.9% |
| YTD | +5.3% | +18.9% | -13.6% | -0.1% |
| 1Y | +2.2% | +14.2% | -12.0% | -2.0% |
| 3Y | +56.7% | +90.7% | -34.0% | +27.3% |
| 5Y | +49.1% | +52.5% | -3.4% | +23.4% |
| All | +49.1% | +51.8% | -2.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling