+747.9%
PH vs ALLE
+222.4%
+525.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | -3.7% | +25.3% | -29.0% | -18.7% |
| 3M | -14.0% | +10.3% | -24.3% | -20.9% |
| 6M | +2.1% | +38.0% | -35.9% | -20.7% |
| YTD | +5.1% | +17.8% | -12.7% | -9.6% |
| 1Y | +10.9% | +13.6% | -2.7% | -2.1% |
| 3Y | +132.9% | +89.2% | +43.7% | +37.0% |
| 5Y | +200.1% | +51.1% | +149.0% | +105.3% |
| All | +747.9% | +222.4% | +525.5% | +261.9% |
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