+403.1%
PAAS vs ALLY
+124.8%
+278.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | +3.7% | -6.6% | -3.6% |
| 30D | +6.8% | -2.3% | +9.1% | +7.2% |
| 3M | -2.9% | +3.8% | -6.7% | -3.8% |
| 6M | -16.4% | +9.7% | -26.1% | -18.1% |
| YTD | 0.0% | -1.4% | +1.4% | 0.0% |
| 1Y | +54.3% | +8.2% | +46.1% | +50.9% |
| 3Y | +230.7% | +66.5% | +164.2% | +190.7% |
| 5Y | +111.6% | +1.2% | +110.4% | +98.6% |
| 10Y | +211.7% | +191.4% | +20.3% | +106.2% |
| All | +403.1% | +124.8% | +278.3% | +239.8% |
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 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