+676.1%
PBR vs ALLY
+178.1%
+498.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.9% |
| 7D | +0.3% | -1.9% | +2.3% | +1.0% |
| 30D | +17.5% | -4.5% | +22.0% | +19.5% |
| 3M | +20.9% | -2.8% | +23.7% | +21.3% |
| 6M | +20.2% | +10.3% | +9.9% | +12.9% |
| YTD | +84.3% | -5.7% | +90.0% | +84.1% |
| 1Y | +77.1% | +3.9% | +73.2% | +68.0% |
| 3Y | +100.8% | +64.7% | +36.1% | +44.4% |
| 5Y | +556.1% | -2.6% | +558.7% | +475.2% |
| 10Y | +676.1% | +186.0% | +490.1% | +288.9% |
| All | +676.1% | +178.1% | +498.0% | +288.9% |
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 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