+119.6%
PPL vs ALLE
+344.1%
-224.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.6% |
| 7D | +1.8% | +6.7% | -4.9% | -0.4% |
| 30D | +8.4% | +25.4% | -17.0% | +0.1% |
| 3M | +2.4% | +16.9% | -14.6% | -3.3% |
| 6M | -4.0% | +46.6% | -50.5% | -16.5% |
| YTD | +4.5% | +22.4% | -18.0% | -3.9% |
| 1Y | +1.7% | +17.7% | -16.0% | -5.1% |
| 3Y | +55.5% | +96.3% | -40.8% | +17.7% |
| 5Y | +47.0% | +57.4% | -10.4% | +18.2% |
| 10Y | +62.4% | +241.0% | -178.7% | +3.7% |
| All | +119.6% | +344.1% | -224.5% | +33.5% |
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