+133.4%
PSX vs ALLE
+90.7%
+42.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -2.0% | -4.3% |
| 7D | -9.7% | 0.0% | -9.8% | -9.7% |
| 30D | -8.4% | +20.6% | -29.0% | -12.0% |
| 3M | +22.6% | +11.4% | +11.2% | +19.9% |
| 6M | +38.8% | +42.5% | -3.8% | +26.2% |
| YTD | +95.5% | +18.9% | +76.6% | +89.1% |
| 1Y | +87.1% | +14.2% | +73.0% | +84.1% |
| All | +133.4% | +90.7% | +42.7% | +76.9% |
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