+147.8%
PR vs ALLE
+232.7%
-84.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.8% |
| 7D | -16.5% | 0.0% | -16.6% | -16.6% |
| 30D | -4.5% | +20.6% | -25.1% | -11.6% |
| 3M | +8.5% | +11.4% | -2.9% | +3.5% |
| 6M | -3.3% | +42.5% | -45.9% | -17.6% |
| YTD | +55.7% | +18.9% | +36.8% | +42.3% |
| 1Y | +82.0% | +14.2% | +67.9% | +69.2% |
| 3Y | +62.5% | +90.7% | -28.2% | +18.5% |
| 5Y | +223.9% | +52.5% | +171.4% | +155.9% |
| 10Y | +64.2% | +231.2% | -167.0% | +20.8% |
| All | +147.8% | +232.7% | -84.9% | +79.7% |
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 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