+72.9%
PBR vs ALLY
+4.2%
+68.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.8% | -10.8% | -5.9% |
| 7D | -11.0% | +2.4% | -13.4% | -10.2% |
| 30D | -18.8% | +5.6% | -24.3% | -17.3% |
| 3M | +7.8% | -11.7% | +19.5% | +4.9% |
| 6M | -7.6% | -7.0% | -0.5% | -8.8% |
| YTD | +72.7% | -10.4% | +83.1% | +72.0% |
| 1Y | +72.9% | +2.4% | +70.6% | +70.9% |
| All | +72.9% | +4.2% | +68.7% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling