+277.2%
PBR vs ALLE
+327.3%
-50.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -16.0% | -0.6% | -15.4% | -15.8% |
| 30D | -22.8% | +25.3% | -48.1% | -31.2% |
| 3M | +3.0% | +10.3% | -7.3% | -2.7% |
| 6M | -8.1% | +38.0% | -46.1% | -23.5% |
| YTD | +63.1% | +17.8% | +45.4% | +45.6% |
| 1Y | +59.3% | +13.6% | +45.6% | +44.7% |
| 3Y | +66.1% | +89.2% | -23.1% | +8.6% |
| 5Y | +495.8% | +51.1% | +444.8% | +324.0% |
| 10Y | +514.7% | +228.1% | +286.6% | +155.0% |
| All | +277.2% | +327.3% | -50.1% | +41.5% |
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