+14.8%
PL vs ALLE
+44.6%
-29.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.9% | -7.2% | -8.3% |
| 7D | -20.5% | 0.0% | -20.6% | -20.6% |
| 30D | -38.8% | +20.6% | -59.4% | -46.3% |
| 3M | -49.1% | +11.4% | -60.5% | -53.0% |
| 6M | -69.4% | +42.5% | -111.9% | -76.5% |
| YTD | -42.3% | +18.9% | -61.2% | -50.5% |
| 1Y | -14.2% | +14.2% | -28.4% | -23.7% |
| 3Y | +398.7% | +90.7% | +308.0% | +204.0% |
| 5Y | +11.1% | +52.5% | -41.3% | -25.9% |
| All | +14.8% | +44.6% | -29.8% | -23.5% |
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