+473.5%
PBR vs ALLY
+99.9%
+373.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -27.5% | +3.4% | -30.9% | -28.9% |
| 3M | +5.2% | -11.1% | +16.2% | +10.2% |
| 6M | -6.4% | -11.5% | +5.1% | -2.6% |
| YTD | +61.6% | -12.3% | +73.9% | +66.0% |
| 1Y | +48.9% | +1.1% | +47.8% | +42.0% |
| 3Y | +70.0% | +64.8% | +5.2% | +17.1% |
| 5Y | +469.0% | -6.9% | +475.8% | +389.4% |
| 10Y | +471.6% | +194.9% | +276.7% | +90.4% |
| All | +473.5% | +99.9% | +373.6% | +132.1% |
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