+114.1%
PPL vs ALLE
+260.9%
-146.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +0.5% | -6.8% | +7.3% | +2.9% |
| 3M | +0.7% | +21.0% | -20.4% | -6.2% |
| 6M | -7.6% | +1.1% | -8.7% | -8.6% |
| YTD | +1.8% | -0.5% | +2.4% | +0.9% |
| 1Y | -0.8% | -7.3% | +6.5% | +0.6% |
| 3Y | +56.9% | +42.3% | +14.6% | +33.3% |
| 5Y | +39.5% | +13.5% | +26.1% | +26.5% |
| 10Y | +55.4% | +144.0% | -88.6% | +9.7% |
| All | +114.1% | +260.9% | -146.8% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling