+23.2%
PFE vs ALLE
+15.9%
+7.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -3.0% | -0.8% | -2.1% | -2.8% |
| 30D | +5.2% | +27.4% | -22.1% | +1.2% |
| 3M | +12.2% | +13.8% | -1.6% | +9.9% |
| 6M | +17.8% | +45.5% | -27.7% | +10.3% |
| YTD | +26.2% | +21.4% | +4.8% | +20.9% |
| 1Y | +23.2% | +15.4% | +7.8% | +22.6% |
| All | +23.2% | +15.9% | +7.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling