+65.2%
PR vs ALLE
+222.4%
-157.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.3% |
| 7D | -16.4% | -0.6% | -15.8% | -16.3% |
| 30D | -1.9% | +25.3% | -27.2% | -10.8% |
| 3M | +8.0% | +10.3% | -2.3% | +3.1% |
| 6M | +4.1% | +38.0% | -33.9% | -10.6% |
| YTD | +58.7% | +17.8% | +40.9% | +45.0% |
| 1Y | +75.8% | +13.6% | +62.2% | +63.2% |
| 3Y | +73.2% | +89.2% | -16.0% | +24.9% |
| 5Y | +230.1% | +51.1% | +179.1% | +159.1% |
| All | +65.2% | +222.4% | -157.3% | +18.1% |
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