+48.5%
PFE vs ALLE
+208.6%
-160.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | +3.1% | +24.1% | -21.0% | -3.3% |
| 3M | +11.2% | +14.8% | -3.7% | +6.5% |
| 6M | +15.0% | +45.9% | -30.8% | +2.2% |
| YTD | +23.5% | +20.7% | +2.8% | +15.7% |
| 1Y | +18.9% | +14.2% | +4.7% | +13.3% |
| 3Y | +18.7% | +90.7% | -71.9% | -4.3% |
| 5Y | -24.0% | +50.6% | -74.6% | -35.4% |
| All | +48.5% | +208.6% | -160.1% | +0.3% |
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 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