+357.1%
PSX vs ALLE
+212.2%
+144.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +2.8% |
| 7D | -0.4% | -0.8% | +0.5% | +0.1% |
| 30D | -8.1% | +27.4% | -35.5% | -18.4% |
| 3M | +15.9% | +13.8% | +2.1% | +8.2% |
| 6M | +49.4% | +45.5% | +3.9% | +21.9% |
| YTD | +104.7% | +21.4% | +83.3% | +81.2% |
| 1Y | +89.1% | +15.4% | +73.7% | +72.0% |
| 3Y | +151.7% | +91.7% | +60.0% | +69.3% |
| 5Y | +298.3% | +54.5% | +243.8% | +191.4% |
| 10Y | +357.1% | +210.5% | +146.5% | +145.8% |
| All | +357.1% | +212.2% | +144.9% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling