+24.8%
PL vs ALLE
+58.3%
-33.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -7.5% |
| 7D | -11.7% | +6.7% | -18.4% | -15.7% |
| 30D | -27.1% | +25.4% | -52.5% | -38.4% |
| 3M | -44.6% | +16.9% | -61.5% | -50.8% |
| 6M | -67.2% | +46.6% | -113.7% | -75.7% |
| YTD | -35.9% | +22.4% | -58.3% | -46.7% |
| 1Y | -0.4% | +17.7% | -18.1% | -14.1% |
| 3Y | +454.8% | +96.3% | +358.5% | +214.3% |
| 5Y | +24.8% | +57.4% | -32.6% | -17.3% |
| All | +24.8% | +58.3% | -33.6% | -17.3% |
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 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