-0.4%
PL vs ALLE
+18.6%
-19.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -6.4% |
| 7D | -11.7% | +6.7% | -18.4% | -12.1% |
| 30D | -27.1% | +25.4% | -52.5% | -28.5% |
| 3M | -44.6% | +16.9% | -61.5% | -45.2% |
| 6M | -67.2% | +46.6% | -113.7% | -68.1% |
| YTD | -35.9% | +22.4% | -58.3% | -37.6% |
| 1Y | -0.4% | +17.7% | -18.1% | 0.0% |
| All | -0.4% | +18.6% | -19.0% | 0.0% |
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