+87.9%
PSX vs ALLE
+15.5%
+72.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +3.3% |
| 7D | -8.0% | -0.6% | -7.4% | -8.1% |
| 30D | -9.0% | +26.6% | -35.7% | -6.6% |
| 3M | +24.7% | +13.2% | +11.6% | +26.7% |
| 6M | +49.3% | +42.9% | +6.5% | +54.3% |
| YTD | +100.2% | +21.0% | +79.1% | +110.4% |
| All | +87.9% | +15.5% | +72.4% | +100.0% |
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