+132.9%
PH vs ALLE
+88.9%
+44.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | -3.7% | +25.3% | -29.0% | -14.1% |
| 3M | -14.0% | +10.3% | -24.3% | -18.2% |
| 6M | +2.1% | +38.0% | -35.9% | -14.3% |
| YTD | +5.1% | +17.8% | -12.7% | -5.0% |
| 1Y | +10.9% | +13.6% | -2.7% | +2.5% |
| 3Y | +132.9% | +89.2% | +43.7% | +57.1% |
| All | +132.9% | +88.9% | +44.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling