+270.3%
PM vs ALLE
+260.9%
+9.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | -3.4% | -6.8% | +3.4% | -1.5% |
| 3M | +5.2% | +21.0% | -15.9% | -0.8% |
| 6M | +3.7% | +1.1% | +2.6% | +2.8% |
| YTD | +15.8% | -0.5% | +16.3% | +15.0% |
| 1Y | +17.4% | -7.3% | +24.6% | +18.8% |
| 3Y | +116.9% | +42.3% | +74.7% | +88.2% |
| 5Y | +117.3% | +13.5% | +103.9% | +99.6% |
| 10Y | +193.8% | +144.0% | +49.7% | +109.3% |
| All | +270.3% | +260.9% | +9.5% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling