+346.6%
PSX vs ALLE
+222.4%
+124.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -13.1% | -0.6% | -12.6% | -13.0% |
| 30D | -9.5% | +25.3% | -34.9% | -19.1% |
| 3M | +20.2% | +10.3% | +9.9% | +13.8% |
| 6M | +44.9% | +38.0% | +6.9% | +21.1% |
| YTD | +94.4% | +17.8% | +76.6% | +74.5% |
| 1Y | +83.1% | +13.6% | +69.5% | +67.4% |
| 3Y | +132.2% | +89.2% | +42.9% | +56.8% |
| 5Y | +278.8% | +51.1% | +227.8% | +179.5% |
| All | +346.6% | +222.4% | +124.2% | +139.5% |
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