-23.8%
PFE vs ALLE
+51.6%
-75.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -1.7% | +3.6% | -5.3% | -2.5% |
| 30D | +0.3% | +25.9% | -25.5% | -4.8% |
| 3M | +9.4% | +15.8% | -6.4% | +5.6% |
| 6M | +14.9% | +48.1% | -33.2% | +4.4% |
| YTD | +23.8% | +22.0% | +1.8% | +17.5% |
| 1Y | +19.5% | +18.0% | +1.5% | +14.4% |
| 3Y | +21.0% | +93.1% | -72.0% | +3.5% |
| All | -23.8% | +51.6% | -75.4% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling