+160.5%
PR vs ALLE
+242.6%
-82.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.8% | -8.3% | -7.2% |
| 7D | -12.1% | +6.7% | -18.8% | -14.4% |
| 30D | +0.9% | +25.4% | -24.5% | -7.9% |
| 3M | +10.1% | +16.9% | -6.8% | +3.0% |
| 6M | +1.1% | +46.6% | -45.4% | -14.8% |
| YTD | +63.7% | +22.4% | +41.2% | +47.9% |
| 1Y | +87.0% | +17.7% | +69.3% | +71.7% |
| 3Y | +70.7% | +96.3% | -25.6% | +23.2% |
| 5Y | +246.8% | +57.4% | +189.4% | +170.7% |
| 10Y | +72.6% | +241.0% | -168.4% | +25.6% |
| All | +160.5% | +242.6% | -82.1% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling