+471.6%
PBR vs ALLE
+233.6%
+238.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -2.2% |
| 7D | -13.3% | -0.6% | -12.6% | -13.1% |
| 30D | -27.5% | +26.6% | -54.1% | -34.9% |
| 3M | +5.2% | +13.2% | -8.0% | -1.2% |
| 6M | -6.4% | +42.9% | -49.3% | -21.9% |
| YTD | +61.6% | +21.0% | +40.5% | +44.2% |
| 1Y | +48.9% | +15.2% | +33.7% | +36.1% |
| 3Y | +70.0% | +95.6% | -25.6% | +13.1% |
| 5Y | +469.0% | +53.4% | +415.5% | +317.7% |
| 10Y | +471.6% | +221.5% | +250.1% | +214.0% |
| All | +471.6% | +233.6% | +238.0% | +214.0% |
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