+156.2%
PSX vs ALLE
+94.0%
+62.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +7.8% | +3.6% | +4.3% | +7.1% |
| 30D | -10.9% | +25.9% | -36.8% | -15.0% |
| 3M | +14.5% | +15.8% | -1.3% | +11.1% |
| 6M | +56.1% | +48.1% | +8.0% | +41.0% |
| YTD | +109.6% | +22.0% | +87.6% | +102.0% |
| 1Y | +95.5% | +18.0% | +77.5% | +91.0% |
| 3Y | +156.2% | +93.1% | +63.1% | +100.1% |
| All | +156.2% | +94.0% | +62.2% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling