-76.0%
PCG vs ALLY
+191.1%
-267.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -13.9% | +3.7% | -17.5% | -14.8% |
| 30D | -16.9% | -2.3% | -14.6% | -16.3% |
| 3M | -14.7% | +3.8% | -18.6% | -15.9% |
| 6M | -23.8% | +9.7% | -33.5% | -26.5% |
| YTD | -10.5% | -1.4% | -9.1% | -11.0% |
| 1Y | -5.1% | +8.2% | -13.3% | -8.7% |
| 3Y | -11.6% | +66.5% | -78.1% | -29.0% |
| 5Y | +59.0% | +1.2% | +57.8% | +45.9% |
| All | -76.0% | +191.1% | -267.1% | -84.8% |
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