+67.5%
PNR vs ALLE
+146.0%
-78.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | 0.0% |
| 7D | -3.9% | -2.2% | -1.7% | -2.5% |
| 30D | -13.8% | -8.3% | -5.5% | -8.6% |
| 3M | -22.5% | +16.3% | -38.8% | -30.6% |
| 6M | -37.2% | +1.8% | -39.0% | -38.2% |
| YTD | -44.2% | -3.9% | -40.3% | -43.3% |
| 1Y | -46.6% | -10.0% | -36.6% | -43.4% |
| 3Y | -12.5% | +45.8% | -58.3% | -34.4% |
| 5Y | -19.3% | +13.3% | -32.6% | -29.4% |
| 10Y | +67.5% | +155.3% | -87.8% | -13.4% |
| All | +67.5% | +146.0% | -78.5% | -13.4% |
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