+308.8%
PM vs ALLE
+331.3%
-22.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +5.8% | +20.6% | -14.8% | +0.2% |
| 3M | +6.7% | +11.4% | -4.8% | +3.2% |
| 6M | +19.9% | +42.5% | -22.7% | +7.6% |
| YTD | +27.8% | +18.9% | +8.9% | +20.5% |
| 1Y | +39.4% | +14.2% | +25.2% | +33.0% |
| 3Y | +146.9% | +90.7% | +56.2% | +95.9% |
| 5Y | +166.6% | +52.5% | +114.1% | +123.0% |
| 10Y | +242.1% | +231.2% | +10.9% | +124.3% |
| All | +308.8% | +331.3% | -22.5% | +151.9% |
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