-5.1%
PCG vs ALLY
+9.5%
-14.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | -13.9% | +3.7% | -17.5% | -14.1% |
| 30D | -16.9% | -2.3% | -14.6% | -16.6% |
| 3M | -14.7% | +3.8% | -18.6% | -15.0% |
| 6M | -23.8% | +9.7% | -33.5% | -24.5% |
| YTD | -10.5% | -1.4% | -9.1% | -10.0% |
| 1Y | -5.1% | +8.2% | -13.3% | -7.3% |
| All | -5.1% | +9.5% | -14.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling