+72.9%
PBR vs ALLE
+18.6%
+54.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.8% | -8.7% | -6.7% |
| 7D | -11.0% | +6.7% | -17.6% | -10.3% |
| 30D | -18.8% | +25.4% | -44.2% | -16.5% |
| 3M | +7.8% | +16.9% | -9.1% | +10.1% |
| 6M | -7.6% | +46.6% | -54.1% | -4.3% |
| YTD | +72.7% | +22.4% | +50.2% | +80.2% |
| 1Y | +72.9% | +17.7% | +55.2% | +82.2% |
| All | +72.9% | +18.6% | +54.4% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling