+70.4%
PFE vs ALLE
+331.3%
-261.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.1% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | +8.7% | +20.6% | -11.9% | +2.5% |
| 3M | +15.8% | +11.4% | +4.4% | +11.7% |
| 6M | +16.8% | +42.5% | -25.7% | +4.1% |
| YTD | +26.2% | +18.9% | +7.3% | +18.4% |
| 1Y | +29.9% | +14.2% | +15.8% | +23.5% |
| 3Y | +15.9% | +90.7% | -74.8% | -7.2% |
| 5Y | -20.6% | +52.5% | -73.1% | -33.3% |
| 10Y | +65.4% | +231.2% | -165.9% | +2.2% |
| All | +70.4% | +331.3% | -261.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling