+36.7%
PM vs ALLE
+13.1%
+23.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.2% | -0.6% | -4.7% | -5.1% |
| 30D | +2.7% | +25.3% | -22.6% | -0.8% |
| 3M | +6.1% | +10.3% | -4.2% | +4.6% |
| 6M | +18.0% | +38.0% | -20.0% | +12.1% |
| YTD | +26.6% | +17.8% | +8.8% | +23.7% |
| 1Y | +36.7% | +13.6% | +23.1% | +36.6% |
| All | +36.7% | +13.1% | +23.5% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling