+545.8%
PBR vs ALLY
+182.4%
+363.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -3.2% |
| 7D | -9.1% | -2.8% | -6.4% | -8.1% |
| 30D | -29.9% | +1.9% | -31.8% | -30.7% |
| 3M | +2.3% | -12.1% | +14.4% | +7.2% |
| 6M | -10.9% | -9.0% | -1.9% | -8.7% |
| YTD | +56.9% | -12.9% | +69.8% | +61.3% |
| 1Y | +38.0% | -0.1% | +38.1% | +32.9% |
| 3Y | +64.8% | +64.6% | +0.2% | +17.6% |
| 5Y | +447.1% | -10.1% | +457.2% | +394.5% |
| 10Y | +545.8% | +176.7% | +369.1% | +211.7% |
| All | +545.8% | +182.4% | +363.4% | +211.7% |
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