-77.6%
PCG vs ALLY
+189.4%
-267.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +1.4% | +3.1% | -1.7% | +0.4% |
| 3M | -23.4% | -12.6% | -10.8% | -20.4% |
| 6M | -19.4% | -12.4% | -6.9% | -16.6% |
| YTD | -18.5% | -13.2% | -5.3% | -16.0% |
| 1Y | -19.5% | +1.8% | -21.4% | -21.2% |
| 3Y | -21.0% | +58.0% | -79.0% | -35.7% |
| 5Y | +13.7% | -8.4% | +22.2% | +7.4% |
| All | -77.6% | +189.4% | -267.0% | -84.7% |
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 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