+837.8%
PH vs ALLE
+331.3%
+506.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.1% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | -9.4% | +20.6% | -30.0% | -21.0% |
| 3M | -10.3% | +11.4% | -21.7% | -17.7% |
| 6M | +2.7% | +42.5% | -39.9% | -21.0% |
| YTD | +2.1% | +18.9% | -16.7% | -12.0% |
| 1Y | +16.2% | +14.2% | +2.1% | +2.9% |
| 3Y | +129.3% | +90.7% | +38.6% | +38.9% |
| 5Y | +191.7% | +52.5% | +139.3% | +103.2% |
| 10Y | +759.2% | +231.2% | +528.0% | +275.5% |
| All | +837.8% | +331.3% | +506.4% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling