+168.1%
PM vs ALLE
+49.9%
+118.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | +6.1% | +10.3% | -4.2% | +4.3% |
| 6M | +18.0% | +38.0% | -20.0% | +11.4% |
| YTD | +26.6% | +17.8% | +8.8% | +22.7% |
| 1Y | +36.7% | +13.6% | +23.1% | +33.4% |
| 3Y | +146.0% | +89.2% | +56.8% | +111.7% |
| All | +168.1% | +49.9% | +118.2% | +136.3% |
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