+77.6%
PBR vs ALLE
-8.3%
+85.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.4% |
| 7D | +2.5% | +2.8% | -0.3% | +2.8% |
| 30D | +19.4% | -7.6% | +27.0% | +18.4% |
| 3M | +20.8% | +22.8% | -2.0% | +21.9% |
| 6M | +23.5% | +4.6% | +18.9% | +25.4% |
| YTD | +83.4% | -1.2% | +84.6% | +86.9% |
| 1Y | +77.6% | -9.1% | +86.7% | +80.4% |
| All | +77.6% | -8.3% | +85.9% | +80.4% |
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