+186.4%
PAAS vs ALLY
+201.0%
-14.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.7% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | -8.5% | +3.4% | -11.9% | -9.0% |
| 3M | -17.0% | -11.1% | -6.0% | -15.1% |
| 6M | -27.9% | -11.5% | -16.4% | -26.2% |
| YTD | -17.5% | -12.3% | -5.1% | -15.5% |
| 1Y | +22.8% | +1.1% | +21.7% | +22.4% |
| 3Y | +224.2% | +64.8% | +159.4% | +188.1% |
| 5Y | +73.6% | -6.9% | +80.5% | +66.2% |
| 10Y | +186.4% | +194.9% | -8.6% | +158.8% |
| All | +186.4% | +201.0% | -14.7% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling