+302.5%
PSX vs ALLE
+51.6%
+250.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +7.8% | +3.6% | +4.3% | +7.0% |
| 30D | -10.9% | +25.9% | -36.8% | -15.8% |
| 3M | +14.5% | +15.8% | -1.3% | +10.4% |
| 6M | +56.1% | +48.1% | +8.0% | +39.8% |
| YTD | +109.6% | +22.0% | +87.6% | +98.5% |
| 1Y | +95.5% | +18.0% | +77.5% | +87.2% |
| 3Y | +156.2% | +93.1% | +63.1% | +108.0% |
| All | +302.5% | +51.6% | +250.9% | +238.9% |
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 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