+621.5%
PBR vs ALLE
+148.2%
+473.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +2.5% | +2.8% | -0.3% | +1.2% |
| 30D | +19.4% | -7.6% | +27.0% | +23.5% |
| 3M | +20.8% | +22.8% | -2.0% | +8.2% |
| 6M | +23.5% | +4.6% | +18.9% | +18.7% |
| YTD | +83.4% | -1.2% | +84.6% | +80.1% |
| 1Y | +77.6% | -9.1% | +86.7% | +81.3% |
| 3Y | +99.9% | +50.0% | +49.9% | +50.5% |
| 5Y | +567.7% | +15.2% | +552.5% | +470.6% |
| 10Y | +621.5% | +151.1% | +470.4% | +318.1% |
| All | +621.5% | +148.2% | +473.3% | +318.1% |
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