+297.7%
PAAS vs ALLY
+101.5%
+196.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | -15.6% | -12.4% | -3.2% | -13.2% |
| 6M | -19.1% | -8.7% | -10.5% | -17.6% |
| YTD | -20.9% | -11.6% | -9.3% | -19.1% |
| 1Y | +21.3% | +0.2% | +21.1% | +21.0% |
| 3Y | +177.4% | +57.1% | +120.3% | +147.2% |
| 5Y | +71.3% | -6.8% | +78.2% | +64.0% |
| 10Y | +181.5% | +200.4% | -18.9% | +83.1% |
| All | +297.7% | +101.5% | +196.2% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling