+62.2%
PFE vs ALLE
+260.9%
-198.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.6% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +10.2% | -6.8% | +17.0% | +12.5% |
| 3M | +12.7% | +21.0% | -8.4% | +5.8% |
| 6M | +10.5% | +1.1% | +9.4% | +9.4% |
| YTD | +20.2% | -0.5% | +20.7% | +19.3% |
| 1Y | +24.1% | -7.3% | +31.3% | +25.8% |
| 3Y | -3.6% | +42.3% | -45.8% | -15.4% |
| 5Y | -20.9% | +13.5% | -34.3% | -26.8% |
| 10Y | +35.8% | +144.0% | -108.2% | -7.4% |
| All | +62.2% | +260.9% | -198.7% | -2.4% |
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 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