+471.3%
PBR vs ALLY
+95.5%
+375.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.6% |
| 7D | -13.3% | -0.7% | -12.6% | -13.2% |
| 30D | -27.7% | +1.1% | -28.9% | -28.4% |
| 3M | +2.7% | -13.2% | +15.8% | +8.8% |
| 6M | -6.7% | -13.5% | +6.7% | -2.0% |
| YTD | +60.9% | -14.3% | +75.2% | +67.1% |
| 1Y | +46.6% | -1.1% | +47.7% | +41.2% |
| 3Y | +69.1% | +62.0% | +7.0% | +17.3% |
| 5Y | +469.6% | -9.6% | +479.3% | +397.6% |
| 10Y | +523.4% | +176.0% | +347.4% | +118.6% |
| All | +471.3% | +95.5% | +375.8% | +133.6% |
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