+96.9%
PSX vs ALLE
+18.6%
+78.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -4.3% |
| 7D | -5.2% | +6.7% | -11.8% | -4.4% |
| 30D | -3.7% | +25.4% | -29.1% | -1.2% |
| 3M | +26.8% | +16.9% | +9.8% | +29.3% |
| 6M | +47.3% | +46.6% | +0.8% | +52.3% |
| YTD | +105.4% | +22.4% | +83.0% | +116.8% |
| 1Y | +96.9% | +17.7% | +79.2% | +110.0% |
| All | +96.9% | +18.6% | +78.4% | +110.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling