+196.2%
PAAS vs ALLY
+174.3%
+21.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -8.9% | +0.4% | -9.3% | -9.0% |
| 30D | -11.4% | +5.2% | -16.6% | -12.3% |
| 3M | -20.4% | -13.3% | -7.1% | -18.1% |
| 6M | -40.7% | -6.7% | -34.0% | -39.9% |
| YTD | -26.9% | -12.8% | -14.1% | -25.1% |
| 1Y | -3.1% | +0.7% | -3.7% | -3.3% |
| 3Y | +199.3% | +65.2% | +134.0% | +165.3% |
| 5Y | +48.3% | -10.1% | +58.4% | +42.9% |
| All | +196.2% | +174.3% | +21.9% | +127.7% |
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