+232.4%
PM vs ALLE
+222.4%
+10.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.2% | -0.6% | -4.7% | -5.1% |
| 30D | +2.7% | +25.3% | -22.6% | -3.9% |
| 3M | +6.1% | +10.3% | -4.2% | +2.9% |
| 6M | +18.0% | +38.0% | -20.0% | +6.7% |
| YTD | +26.6% | +17.8% | +8.8% | +19.6% |
| 1Y | +36.7% | +13.6% | +23.1% | +30.5% |
| 3Y | +146.0% | +89.2% | +56.8% | +93.7% |
| 5Y | +164.1% | +51.1% | +113.0% | +120.3% |
| All | +232.4% | +222.4% | +10.0% | +132.4% |
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