+73.6%
PAAS vs ALLE
+55.0%
+18.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.0% |
| 7D | +8.8% | -0.6% | +9.5% | +9.1% |
| 30D | -8.5% | +26.6% | -35.1% | -15.8% |
| 3M | -17.0% | +13.2% | -30.2% | -20.6% |
| 6M | -27.9% | +42.9% | -70.8% | -36.7% |
| YTD | -17.5% | +21.0% | -38.5% | -23.4% |
| 1Y | +22.8% | +15.2% | +7.7% | +15.9% |
| 3Y | +224.2% | +95.6% | +128.6% | +146.7% |
| 5Y | +73.6% | +53.4% | +20.2% | +39.3% |
| All | +73.6% | +55.0% | +18.6% | +39.3% |
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