+523.4%
PBR vs ALLE
+217.2%
+306.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -13.3% | +0.1% | -13.4% | -13.4% |
| 30D | -27.7% | +25.9% | -53.7% | -35.1% |
| 3M | +2.7% | +14.9% | -12.2% | -4.3% |
| 6M | -6.7% | +42.1% | -48.8% | -22.2% |
| YTD | +60.9% | +20.4% | +40.6% | +43.8% |
| 1Y | +46.6% | +14.9% | +31.7% | +33.9% |
| 3Y | +69.1% | +90.1% | -21.0% | +13.6% |
| 5Y | +469.6% | +53.0% | +416.6% | +316.7% |
| 10Y | +523.4% | +208.8% | +314.6% | +225.0% |
| All | +523.4% | +217.2% | +306.2% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling