+737.3%
PH vs ALLE
+233.6%
+503.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +2.4% |
| 7D | +3.0% | -0.6% | +3.7% | +3.4% |
| 30D | -0.6% | +26.6% | -27.2% | -16.6% |
| 3M | -10.7% | +13.2% | -23.9% | -19.2% |
| 6M | +9.1% | +42.9% | -33.8% | -17.2% |
| YTD | +9.5% | +21.0% | -11.5% | -7.4% |
| 1Y | +14.0% | +15.2% | -1.1% | -0.1% |
| 3Y | +138.9% | +95.6% | +43.3% | +37.5% |
| 5Y | +209.1% | +53.4% | +155.7% | +109.7% |
| 10Y | +737.3% | +221.5% | +515.8% | +259.6% |
| All | +737.3% | +233.6% | +503.7% | +259.6% |
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