+246.8%
PR vs ALLE
+58.3%
+188.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -7.2% |
| 7D | -12.1% | +6.7% | -18.8% | -14.2% |
| 30D | +0.9% | +25.4% | -24.5% | -7.5% |
| 3M | +10.1% | +16.9% | -6.8% | +3.4% |
| 6M | +1.1% | +46.6% | -45.4% | -14.6% |
| YTD | +63.7% | +22.4% | +41.2% | +49.3% |
| 1Y | +87.0% | +17.7% | +69.3% | +73.7% |
| 3Y | +70.7% | +96.3% | -25.6% | +17.8% |
| 5Y | +246.8% | +57.4% | +189.4% | +169.0% |
| All | +246.8% | +58.3% | +188.5% | +169.0% |
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