+12.8%
PH vs ALLE
+14.3%
-1.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +7.4% | +1.6% | +5.8% | +7.0% |
| 30D | +0.5% | +24.1% | -23.6% | -5.1% |
| 3M | -10.2% | +14.8% | -25.1% | -12.8% |
| 6M | +8.9% | +45.9% | -37.0% | -3.8% |
| YTD | +9.7% | +20.7% | -11.1% | -0.5% |
| 1Y | +12.8% | +14.2% | -1.4% | +5.9% |
| All | +12.8% | +14.3% | -1.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling