+370.1%
PSX vs ALLE
+148.2%
+221.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +2.8% | +2.8% | 0.0% | +1.5% |
| 30D | +27.8% | -7.6% | +35.4% | +32.5% |
| 3M | +42.0% | +22.8% | +19.3% | +26.5% |
| 6M | +58.1% | +4.6% | +53.5% | +51.4% |
| YTD | +105.0% | -1.2% | +106.2% | +101.5% |
| 1Y | +104.9% | -9.1% | +114.0% | +109.6% |
| 3Y | +134.1% | +50.0% | +84.1% | +78.2% |
| 5Y | +363.8% | +15.2% | +348.6% | +298.6% |
| 10Y | +370.1% | +151.1% | +219.0% | +177.2% |
| All | +370.1% | +148.2% | +221.9% | +177.2% |
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