+472.1%
PSX vs ALLE
+327.3%
+144.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -13.1% | -0.6% | -12.6% | -13.0% |
| 30D | -9.5% | +25.3% | -34.9% | -19.2% |
| 3M | +20.2% | +10.3% | +9.9% | +13.7% |
| 6M | +44.9% | +38.0% | +6.9% | +21.1% |
| YTD | +94.4% | +17.8% | +76.6% | +74.3% |
| 1Y | +83.1% | +13.6% | +69.5% | +67.1% |
| 3Y | +132.2% | +89.2% | +42.9% | +57.7% |
| 5Y | +278.8% | +51.1% | +227.8% | +179.8% |
| 10Y | +354.2% | +228.1% | +126.0% | +121.6% |
| All | +472.1% | +327.3% | +144.8% | +153.3% |
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