+268.2%
PM vs ALLE
+208.6%
+59.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -1.3% | +24.1% | -25.4% | -7.5% |
| 3M | +6.5% | +14.8% | -8.3% | +2.1% |
| 6M | +7.0% | +45.9% | -38.9% | -4.9% |
| YTD | +25.8% | +20.7% | +5.0% | +17.9% |
| 1Y | +30.9% | +14.2% | +16.7% | +24.7% |
| 3Y | +148.0% | +90.7% | +57.3% | +94.4% |
| 5Y | +161.2% | +50.6% | +110.6% | +118.3% |
| All | +268.2% | +208.6% | +59.6% | +148.8% |
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