+800.1%
PH vs ALLE
+145.7%
+654.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.9% |
| 7D | -3.1% | -0.2% | -2.8% | -2.9% |
| 30D | -3.2% | -6.8% | +3.6% | +1.5% |
| 3M | +10.6% | +21.0% | -10.5% | -4.4% |
| 6M | -2.1% | +1.1% | -3.2% | -4.1% |
| YTD | +10.2% | -0.5% | +10.7% | +8.2% |
| 1Y | +28.2% | -7.3% | +35.5% | +31.9% |
| 3Y | +134.9% | +42.3% | +92.6% | +72.4% |
| 5Y | +253.6% | +13.5% | +240.2% | +201.9% |
| All | +800.1% | +145.7% | +654.4% | +354.5% |
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