+82.0%
PR vs ALLE
+14.6%
+67.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -5.3% |
| 7D | -16.5% | 0.0% | -16.6% | -16.5% |
| 30D | -4.5% | +20.6% | -25.1% | -1.8% |
| 3M | +8.5% | +11.4% | -2.9% | +10.2% |
| 6M | -3.3% | +42.5% | -45.9% | +1.0% |
| YTD | +55.7% | +18.9% | +36.8% | +69.4% |
| 1Y | +82.0% | +14.2% | +67.9% | +100.1% |
| All | +82.0% | +14.6% | +67.4% | +100.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling