+493.9%
PSX vs ALLE
+260.9%
+233.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +4.5% | -0.2% | +4.8% | +4.6% |
| 30D | +26.6% | -6.8% | +33.4% | +30.7% |
| 3M | +39.3% | +21.0% | +18.2% | +25.0% |
| 6M | +56.8% | +1.1% | +55.7% | +52.8% |
| YTD | +101.8% | -0.5% | +102.4% | +97.6% |
| 1Y | +99.6% | -7.3% | +106.9% | +101.8% |
| 3Y | +140.3% | +42.3% | +98.1% | +89.3% |
| 5Y | +339.3% | +13.5% | +325.9% | +280.4% |
| 10Y | +369.9% | +144.0% | +225.8% | +165.9% |
| All | +493.9% | +260.9% | +233.0% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling