+696.1%
PH vs ALLE
+208.6%
+487.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +7.4% | +1.6% | +5.8% | +6.3% |
| 30D | +0.5% | +24.1% | -23.6% | -14.5% |
| 3M | -10.2% | +14.8% | -25.1% | -19.5% |
| 6M | +8.9% | +45.9% | -37.0% | -18.5% |
| YTD | +9.7% | +20.7% | -11.1% | -7.1% |
| 1Y | +12.8% | +14.2% | -1.4% | -0.6% |
| 3Y | +134.6% | +90.7% | +43.9% | +37.7% |
| 5Y | +204.5% | +50.6% | +154.0% | +109.7% |
| All | +696.1% | +208.6% | +487.5% | +248.1% |
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