+487.1%
PAAS vs ALLE
+260.9%
+226.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +6.8% | -6.8% | +13.6% | +8.9% |
| 3M | -2.9% | +21.0% | -23.9% | -8.1% |
| 6M | -16.4% | +1.1% | -17.5% | -16.9% |
| YTD | 0.0% | -0.5% | +0.6% | -0.2% |
| 1Y | +54.3% | -7.3% | +61.6% | +56.5% |
| 3Y | +230.7% | +42.3% | +188.4% | +196.3% |
| 5Y | +111.6% | +13.5% | +98.2% | +96.5% |
| 10Y | +211.7% | +144.0% | +67.7% | +141.9% |
| All | +487.1% | +260.9% | +226.2% | +299.3% |
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