+71.3%
PAAS vs ALLE
+51.8%
+19.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.2% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | -11.6% | +20.6% | -32.2% | -17.3% |
| 3M | -15.6% | +11.4% | -27.0% | -18.8% |
| 6M | -19.1% | +42.5% | -61.7% | -29.0% |
| YTD | -20.9% | +18.9% | -39.8% | -26.1% |
| 1Y | +21.3% | +14.2% | +7.1% | +14.8% |
| 3Y | +177.4% | +90.7% | +86.7% | +112.7% |
| 5Y | +71.3% | +52.5% | +18.9% | +38.3% |
| All | +71.3% | +51.8% | +19.5% | +38.3% |
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