+66.1%
PBR vs ALLE
+88.9%
-22.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -16.0% | -0.6% | -15.4% | -15.9% |
| 30D | -22.8% | +25.3% | -48.1% | -24.2% |
| 3M | +3.0% | +10.3% | -7.3% | +2.2% |
| 6M | -8.1% | +38.0% | -46.1% | -11.5% |
| YTD | +63.1% | +17.8% | +45.4% | +61.2% |
| 1Y | +59.3% | +13.6% | +45.6% | +58.6% |
| 3Y | +66.1% | +89.2% | -23.1% | +33.3% |
| All | +66.1% | +88.9% | -22.8% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling