+70.0%
PBR vs ALLY
+61.3%
+8.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -27.5% | +3.4% | -30.9% | -27.8% |
| 3M | +5.2% | -11.1% | +16.2% | +6.6% |
| 6M | -6.4% | -11.5% | +5.1% | -5.3% |
| YTD | +61.6% | -12.3% | +73.9% | +63.5% |
| 1Y | +48.9% | +1.1% | +47.8% | +45.4% |
| 3Y | +70.0% | +64.8% | +5.2% | +43.7% |
| All | +70.0% | +61.3% | +8.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling