+309.6%
PBR vs ALLE
+260.9%
+48.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | +8.6% | -0.2% | +8.8% | +8.6% |
| 30D | +12.8% | -6.8% | +19.6% | +16.5% |
| 3M | +14.7% | +21.0% | -6.4% | +2.6% |
| 6M | +25.2% | +1.1% | +24.1% | +22.0% |
| YTD | +77.1% | -0.5% | +77.7% | +73.0% |
| 1Y | +69.6% | -7.3% | +76.8% | +71.2% |
| 3Y | +95.6% | +42.3% | +53.3% | +49.4% |
| 5Y | +501.8% | +13.5% | +488.3% | +408.7% |
| 10Y | +640.6% | +144.0% | +496.5% | +268.2% |
| All | +309.6% | +260.9% | +48.8% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling