+50.7%
PFE vs ALLE
+212.2%
-161.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -3.0% | -0.8% | -2.1% | -2.7% |
| 30D | +5.2% | +27.4% | -22.1% | -2.1% |
| 3M | +12.2% | +13.8% | -1.6% | +7.8% |
| 6M | +17.8% | +45.5% | -27.7% | +4.7% |
| YTD | +26.2% | +21.4% | +4.8% | +18.0% |
| 1Y | +23.2% | +15.4% | +7.8% | +17.0% |
| 3Y | +21.3% | +91.7% | -70.4% | -2.4% |
| 5Y | -23.1% | +54.5% | -77.6% | -35.2% |
| 10Y | +50.7% | +210.5% | -159.8% | +1.5% |
| All | +50.7% | +212.2% | -161.5% | +1.5% |
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 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