+298.3%
PSX vs ALLE
+54.3%
+244.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.0% |
| 7D | -0.4% | -0.8% | +0.5% | -0.2% |
| 30D | -8.1% | +27.4% | -35.5% | -13.4% |
| 3M | +15.9% | +13.8% | +2.1% | +12.2% |
| 6M | +49.4% | +45.5% | +3.9% | +34.6% |
| YTD | +104.7% | +21.4% | +83.3% | +94.1% |
| 1Y | +89.1% | +15.4% | +73.7% | +82.4% |
| 3Y | +151.7% | +91.7% | +60.0% | +105.0% |
| 5Y | +298.3% | +54.5% | +243.8% | +231.6% |
| All | +298.3% | +54.3% | +244.0% | +231.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling