+82.3%
PL vs ALLE
+13.7%
+68.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.0% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -18.9% | -6.8% | -12.1% | -14.8% |
| 3M | -58.4% | +21.0% | -79.4% | -64.2% |
| 6M | -30.3% | +1.1% | -31.4% | -32.0% |
| YTD | -8.1% | -0.5% | -7.6% | -10.7% |
| 1Y | +180.5% | -7.3% | +187.7% | +189.9% |
| 3Y | +444.1% | +42.3% | +401.9% | +299.0% |
| All | +82.3% | +13.7% | +68.6% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling