-2.4%
PNR vs ALLE
+49.9%
-52.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -1.7% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | +31.2% | +25.3% | +5.8% | +12.0% |
| 3M | -2.1% | +10.3% | -12.4% | -8.7% |
| 6M | -14.0% | +38.0% | -52.0% | -32.1% |
| YTD | -33.6% | +17.8% | -51.4% | -41.6% |
| 1Y | -35.2% | +13.6% | -48.8% | -41.5% |
| 3Y | +15.8% | +89.2% | -73.4% | -30.6% |
| All | -2.4% | +49.9% | -52.3% | -31.6% |
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 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