+415.3%
PR vs ALLE
+13.7%
+401.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +18.0% | -6.8% | +24.8% | +21.1% |
| 3M | +16.9% | +21.0% | -4.2% | +6.4% |
| 6M | +28.2% | +1.1% | +27.1% | +26.1% |
| YTD | +69.3% | -0.5% | +69.9% | +67.3% |
| 1Y | +69.5% | -7.3% | +76.8% | +72.8% |
| 3Y | +81.7% | +42.3% | +39.4% | +44.0% |
| All | +415.3% | +13.7% | +401.5% | +389.7% |
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