+78.6%
PR vs ALLE
+96.3%
-17.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -6.9% |
| 7D | -12.1% | +6.7% | -18.8% | -13.3% |
| 30D | +0.9% | +25.4% | -24.5% | -4.0% |
| 3M | +10.1% | +16.9% | -6.8% | +6.4% |
| 6M | +1.1% | +46.6% | -45.4% | -9.0% |
| YTD | +63.7% | +22.4% | +41.2% | +57.3% |
| 1Y | +87.0% | +17.7% | +69.3% | +82.7% |
| All | +78.6% | +96.3% | -17.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling