+374.4%
PAAS vs ALLE
+344.1%
+30.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.8% | +6.6% | +7.9% |
| 7D | -1.1% | +6.7% | -7.8% | -2.7% |
| 30D | -8.5% | +25.4% | -33.8% | -14.1% |
| 3M | -7.3% | +16.9% | -24.2% | -11.3% |
| 6M | -18.3% | +46.6% | -64.8% | -26.7% |
| YTD | -19.2% | +22.4% | -41.6% | -24.0% |
| 1Y | +26.1% | +17.7% | +8.4% | +19.8% |
| 3Y | +183.6% | +96.3% | +87.3% | +132.8% |
| 5Y | +81.2% | +57.4% | +23.8% | +54.7% |
| 10Y | +187.8% | +241.0% | -53.3% | +104.6% |
| All | +374.4% | +344.1% | +30.3% | +204.3% |
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 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