+169.5%
PR vs ALLE
+178.3%
-8.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 6M | +28.2% | +1.1% | +27.1% | +25.5% |
| YTD | +69.3% | -0.5% | +69.9% | +66.6% |
| 1Y | +69.5% | -7.3% | +76.8% | +71.3% |
| 3Y | +81.7% | +42.3% | +39.4% | +49.8% |
| 5Y | +422.2% | +13.5% | +408.8% | +364.6% |
| 10Y | +110.4% | +144.0% | -33.7% | +64.2% |
| All | +169.5% | +178.3% | -8.9% | +110.3% |
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