+71.3%
PAAS vs ALLY
-7.4%
+78.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -0.4% | -1.1% | +0.7% | -0.1% |
| 30D | -11.6% | +4.2% | -15.8% | -12.4% |
| 3M | -15.6% | -12.4% | -3.2% | -13.1% |
| 6M | -19.1% | -8.7% | -10.5% | -17.6% |
| YTD | -20.9% | -11.6% | -9.3% | -19.0% |
| 1Y | +21.3% | +0.2% | +21.1% | +21.0% |
| 3Y | +177.4% | +57.1% | +120.3% | +146.0% |
| 5Y | +71.3% | -6.8% | +78.2% | +52.1% |
| All | +71.3% | -7.4% | +78.8% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling