+49.6%
PFE vs ALLE
+233.6%
-184.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.4% |
| 7D | -4.7% | -0.6% | -4.1% | -4.5% |
| 30D | +3.4% | +26.6% | -23.2% | -3.7% |
| 3M | +9.2% | +13.2% | -3.9% | +5.0% |
| 6M | +15.8% | +42.9% | -27.1% | +3.5% |
| YTD | +23.4% | +21.0% | +2.4% | +15.5% |
| 1Y | +25.8% | +15.2% | +10.7% | +19.5% |
| 3Y | +17.8% | +95.6% | -77.7% | -5.8% |
| 5Y | -20.2% | +53.4% | -73.6% | -32.7% |
| 10Y | +49.6% | +221.5% | -171.9% | -2.9% |
| All | +49.6% | +233.6% | -184.0% | -2.9% |
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